+143.3%
DELL vs CARR
-1.4%
+144.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.3% | -9.2% |
| 7D | -24.6% | -0.7% | -23.9% | -24.2% |
| 30D | -32.5% | +0.3% | -32.8% | -32.5% |
| 3M | -20.2% | -14.9% | -5.3% | -11.3% |
| 6M | +76.5% | -14.9% | +91.3% | +94.9% |
| YTD | +198.9% | +7.0% | +191.9% | +191.7% |
| 1Y | +143.3% | -1.8% | +145.1% | +148.7% |
| All | +143.3% | -1.4% | +144.8% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling