+441.9%
CARR vs RBA
+244.9%
+197.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.6% |
| 30D | -8.7% | -12.3% | +3.6% | -4.8% |
| 3M | -12.6% | -20.5% | +8.0% | -6.3% |
| 6M | -1.5% | -18.5% | +17.0% | +4.4% |
| YTD | +14.3% | -18.2% | +32.5% | +20.4% |
| 1Y | -4.6% | -27.5% | +22.9% | +4.7% |
| 3Y | +7.3% | +38.1% | -30.7% | -6.6% |
| 5Y | +11.6% | +44.8% | -33.2% | -6.8% |
| All | +441.9% | +244.9% | +197.0% | +209.4% |
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