+421.5%
CARR vs DT
+161.6%
+259.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -3.8% | -1.6% | -2.2% | -3.5% |
| 30D | -8.9% | +3.0% | -12.0% | -9.5% |
| 3M | -17.3% | +26.5% | -43.8% | -21.2% |
| 6M | -1.4% | +35.9% | -37.3% | -8.4% |
| YTD | +10.0% | +17.8% | -7.8% | +4.9% |
| 1Y | -6.4% | +4.1% | -10.4% | -8.3% |
| 3Y | +1.5% | +5.3% | -3.8% | -2.1% |
| 5Y | +9.3% | -27.2% | +36.5% | +6.1% |
| All | +421.5% | +161.6% | +259.9% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling