There were some purple skinned carrots in the rainbow carrots we received in the last share. These ones are purple all the way through. The color comes from anthocyanins, the same pigment that gives grapes their color. I think the flavor is noticeably different as well, with more floral notes than in orange carrots.
*Edit: I wrote this before eating one. These carrots aren’t entirely purple! Under the purple skin they have a striking yellow ring along with a purple core.