+421.5%
CARR vs RL
+433.5%
-12.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -3.8% | -3.4% | -0.3% | -2.7% |
| 30D | -8.9% | -14.4% | +5.5% | -4.4% |
| 3M | -17.3% | -13.6% | -3.7% | -13.6% |
| 6M | -1.4% | +0.6% | -2.0% | -2.1% |
| YTD | +10.0% | -3.6% | +13.6% | +10.3% |
| 1Y | -6.4% | +8.3% | -14.7% | -9.7% |
| 3Y | +1.5% | +204.8% | -203.2% | -30.8% |
| 5Y | +9.3% | +232.9% | -223.6% | -29.0% |
| All | +421.5% | +433.5% | -12.0% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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