+724.9%
DELL vs CARR
+1.4%
+723.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.4% | +10.5% | +11.1% |
| 7D | +8.2% | -3.8% | +12.0% | +10.9% |
| 30D | +17.1% | -8.9% | +26.0% | +24.1% |
| 3M | +45.2% | -17.3% | +62.5% | +62.7% |
| 6M | +286.8% | -1.4% | +288.2% | +286.8% |
| YTD | +354.8% | +10.0% | +344.8% | +328.0% |
| 1Y | +358.3% | -6.4% | +364.6% | +372.3% |
| 3Y | +724.9% | +1.5% | +723.4% | +691.7% |
| All | +724.9% | +1.4% | +723.5% | +691.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling