+436.5%
CARR vs RGEN
+75.4%
+361.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.4% |
| 30D | -7.7% | +2.8% | -10.5% | -8.3% |
| 3M | -11.9% | +34.5% | -46.4% | -17.9% |
| 6M | +2.0% | +40.5% | -38.4% | -6.5% |
| YTD | +13.2% | +2.8% | +10.3% | +10.8% |
| 1Y | -8.5% | +39.6% | -48.1% | -16.8% |
| 3Y | +5.0% | +4.4% | +0.6% | -2.1% |
| 5Y | +12.0% | -42.8% | +54.7% | +10.2% |
| All | +436.5% | +75.4% | +361.1% | +368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling