+7.7%
CARR vs RBA
+36.6%
-28.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -4.1% | -3.3% | -0.9% | -3.0% |
| 30D | -11.0% | -9.8% | -1.2% | -8.0% |
| 3M | -16.4% | -23.5% | +7.1% | -9.3% |
| 6M | -2.4% | -21.5% | +19.2% | +4.8% |
| YTD | +8.4% | -21.2% | +29.6% | +15.5% |
| 1Y | -8.0% | -30.2% | +22.2% | +2.3% |
| 3Y | +0.6% | +25.3% | -24.7% | -9.6% |
| 5Y | +7.7% | +35.1% | -27.4% | -10.5% |
| All | +7.7% | +36.6% | -28.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling