+10.7%
CARR vs RMBS
+265.4%
-254.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -3.8% | +1.8% | -5.5% | -4.2% |
| 30D | -8.9% | -13.9% | +5.0% | -6.0% |
| 3M | -17.3% | -39.8% | +22.5% | -8.4% |
| 6M | -1.4% | -6.0% | +4.6% | -4.2% |
| YTD | +10.0% | -5.4% | +15.3% | +4.9% |
| 1Y | -6.4% | -1.8% | -4.5% | -13.1% |
| 3Y | +1.5% | +53.7% | -52.1% | -23.7% |
| All | +10.7% | +265.4% | -254.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling