+441.9%
CARR vs RCL
+1,153.2%
-711.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.6% | -5.1% | +6.7% | +2.7% |
| 30D | -8.7% | -19.0% | +10.3% | -4.4% |
| 3M | -12.6% | -9.6% | -3.0% | -10.9% |
| 6M | -1.5% | -6.7% | +5.2% | -0.6% |
| YTD | +14.3% | -3.9% | +18.2% | +13.9% |
| 1Y | -4.6% | -25.1% | +20.5% | -0.2% |
| 3Y | +7.3% | +179.1% | -171.8% | -15.3% |
| 5Y | +11.6% | +243.3% | -231.7% | -19.0% |
| All | +441.9% | +1,153.2% | -711.3% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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