-1.8%
CARR vs RMD
-1.9%
+0.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -0.7% |
| 7D | -0.7% | -3.9% | +3.2% | +0.1% |
| 30D | +0.3% | +7.9% | -7.6% | -1.1% |
| 3M | -14.9% | +8.1% | -23.0% | -16.2% |
| 6M | -14.9% | +15.5% | -30.4% | -17.4% |
| YTD | +7.0% | +0.7% | +6.3% | +8.5% |
| 1Y | -1.8% | -1.4% | -0.4% | -0.1% |
| All | -1.8% | -1.9% | +0.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling