-1.8%
CARR vs RGEN
+19.5%
-21.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.7% | -3.5% | +2.9% | -0.3% |
| 30D | +0.3% | -6.0% | +6.3% | +0.8% |
| 3M | -14.9% | +19.0% | -33.9% | -16.8% |
| 6M | -14.9% | +50.7% | -65.6% | -19.6% |
| YTD | +7.0% | +8.8% | -1.7% | +5.0% |
| 1Y | -1.8% | +21.3% | -23.0% | -6.1% |
| All | -1.8% | +19.5% | -21.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling