+436.5%
CARR vs RCAT
+2,073.7%
-1,637.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | +3.2% | +5.4% | -2.1% | +3.1% |
| 30D | -7.7% | -5.6% | -2.1% | -7.6% |
| 3M | -11.9% | -30.2% | +18.3% | -11.3% |
| 6M | +2.0% | -43.4% | +45.4% | +2.9% |
| YTD | +13.2% | +9.6% | +3.5% | +11.6% |
| 1Y | -8.5% | -2.0% | -6.5% | -9.9% |
| 3Y | +5.0% | +825.0% | -820.0% | -3.3% |
| 5Y | +12.0% | +199.8% | -187.8% | +3.8% |
| All | +436.5% | +2,073.7% | -1,637.3% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling