+0.1%
CARR vs RGEN
+1.9%
-1.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.1% | -2.9% | -1.2% | -3.6% |
| 30D | -11.0% | -0.1% | -10.9% | -11.1% |
| 3M | -16.4% | +25.9% | -42.3% | -20.6% |
| 6M | -2.4% | +35.2% | -37.6% | -9.2% |
| YTD | +8.4% | +0.5% | +7.9% | +7.0% |
| 1Y | -8.0% | +37.0% | -45.0% | -15.6% |
| All | +0.1% | +1.9% | -1.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling