+394.0%
CARR vs RBA
+292.9%
+101.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | +3.5% | +1.7% | +1.7% | +2.9% |
| 30D | +0.4% | +8.3% | -8.0% | -2.5% |
| 3M | -14.1% | +10.5% | -24.6% | -17.2% |
| 6M | -16.7% | -5.9% | -10.8% | -15.9% |
| YTD | +4.2% | -6.9% | +11.1% | +4.8% |
| 1Y | -0.2% | -4.9% | +4.7% | -0.4% |
| 3Y | +10.9% | +64.5% | -53.6% | -8.9% |
| 5Y | +3.9% | +46.1% | -42.2% | -13.6% |
| All | +394.0% | +292.9% | +101.1% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling