+425.9%
CARR vs DT
+159.2%
+266.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | -8.7% | +0.1% | -8.7% | -8.8% |
| 3M | -18.4% | +24.1% | -42.5% | -21.9% |
| 6M | -0.6% | +30.1% | -30.7% | -6.8% |
| YTD | +10.9% | +16.8% | -5.8% | +6.0% |
| 1Y | -7.3% | -0.1% | -7.2% | -8.4% |
| 3Y | +2.9% | +6.8% | -3.9% | -1.1% |
| 5Y | +9.6% | -28.4% | +38.0% | +6.7% |
| All | +425.9% | +159.2% | +266.7% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling