+2.4%
CARR vs RBA
+26.3%
-23.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -8.7% | -13.0% | +4.3% | -4.5% |
| 3M | -18.4% | -23.1% | +4.7% | -11.8% |
| 6M | -0.6% | -22.6% | +22.0% | +6.9% |
| YTD | +10.9% | -20.4% | +31.3% | +17.3% |
| 1Y | -7.3% | -29.6% | +22.3% | +2.6% |
| All | +2.4% | +26.3% | -23.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling