+425.9%
CARR vs RMBS
+784.5%
-358.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | +0.6% | +3.5% | -2.8% | -0.2% |
| 30D | -8.7% | -8.6% | -0.1% | -7.0% |
| 3M | -18.4% | -40.3% | +21.9% | -9.2% |
| 6M | -0.6% | -1.0% | +0.4% | -4.6% |
| YTD | +10.9% | -4.6% | +15.5% | +5.7% |
| 1Y | -7.3% | +17.6% | -24.9% | -18.2% |
| 3Y | +2.9% | +58.6% | -55.7% | -22.8% |
| 5Y | +9.6% | +270.9% | -261.3% | -40.7% |
| All | +425.9% | +784.5% | -358.5% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling