+421.5%
CARR vs RCAT
+1,890.0%
-1,468.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | -3.8% | -4.9% | +1.1% | -3.6% |
| 30D | -8.9% | -22.9% | +14.0% | -8.3% |
| 3M | -17.3% | -33.7% | +16.4% | -16.6% |
| 6M | -1.4% | -50.7% | +49.3% | -0.2% |
| YTD | +10.0% | +0.4% | +9.6% | +8.8% |
| 1Y | -6.4% | -27.6% | +21.3% | -6.9% |
| 3Y | +1.5% | +753.2% | -751.6% | -6.3% |
| 5Y | +9.3% | +183.3% | -174.0% | +1.5% |
| All | +421.5% | +1,890.0% | -1,468.5% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling