-8.0%
CARR vs RBA
-30.1%
+22.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -4.1% | -3.3% | -0.9% | -3.4% |
| 30D | -11.0% | -9.8% | -1.2% | -8.9% |
| 3M | -16.4% | -23.5% | +7.1% | -11.8% |
| 6M | -2.4% | -21.5% | +19.2% | +2.0% |
| YTD | +8.4% | -21.2% | +29.6% | +12.2% |
| 1Y | -8.0% | -30.2% | +22.2% | -4.3% |
| All | -8.0% | -30.1% | +22.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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