+421.5%
CARR vs RGEN
+71.9%
+349.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -3.8% | -1.4% | -2.3% | -3.5% |
| 30D | -8.9% | -0.3% | -8.6% | -9.0% |
| 3M | -17.3% | +23.9% | -41.2% | -21.6% |
| 6M | -1.4% | +38.5% | -39.9% | -9.3% |
| YTD | +10.0% | +0.8% | +9.2% | +8.2% |
| 1Y | -6.4% | +38.2% | -44.6% | -14.6% |
| 3Y | +1.5% | +1.3% | +0.2% | -4.7% |
| 5Y | +9.3% | -44.0% | +53.3% | +8.1% |
| All | +421.5% | +71.9% | +349.6% | +357.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling