+414.1%
CARR vs DTE
+152.6%
+261.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | -4.1% | -2.0% | -2.1% | -3.3% |
| 30D | -11.0% | -2.4% | -8.6% | -10.1% |
| 3M | -16.4% | -7.3% | -9.1% | -13.7% |
| 6M | -2.4% | -7.6% | +5.3% | +0.8% |
| YTD | +8.4% | +5.8% | +2.6% | +5.6% |
| 1Y | -8.0% | +2.3% | -10.3% | -9.2% |
| 3Y | +0.6% | +45.0% | -44.4% | -15.5% |
| 5Y | +7.7% | +33.2% | -25.5% | -6.3% |
| All | +414.1% | +152.6% | +261.4% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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