-0.6%
CARR vs DT
+30.2%
-30.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | +0.6% | -0.5% | +1.2% | +0.6% |
| 30D | -8.7% | +0.1% | -8.7% | -8.5% |
| 3M | -18.4% | +24.1% | -42.5% | -13.8% |
| 6M | -0.6% | +30.1% | -30.7% | +10.0% |
| All | -0.6% | +30.2% | -30.8% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling