+1.5%
CARR vs RJF
+69.0%
-67.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -2.7% | -1.1% | -2.8% |
| 30D | -8.9% | -4.3% | -4.6% | -7.4% |
| 3M | -17.3% | +15.7% | -33.0% | -22.1% |
| 6M | -1.4% | +17.8% | -19.2% | -7.9% |
| YTD | +10.0% | +9.2% | +0.8% | +5.1% |
| 1Y | -6.4% | +2.8% | -9.1% | -8.4% |
| 3Y | +1.5% | +69.5% | -67.9% | -22.6% |
| All | +1.5% | +69.0% | -67.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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