+421.5%
CARR vs RNG
-58.0%
+479.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -3.8% | -6.1% | +2.3% | -3.1% |
| 30D | -8.9% | +9.6% | -18.5% | -9.9% |
| 3M | -17.3% | +83.3% | -100.6% | -23.6% |
| 6M | -1.4% | +77.9% | -79.3% | -9.5% |
| YTD | +10.0% | +139.9% | -129.9% | -4.3% |
| 1Y | -6.4% | +121.7% | -128.0% | -17.8% |
| 3Y | +1.5% | +121.9% | -120.3% | -12.9% |
| 5Y | +9.3% | -68.4% | +77.7% | 0.0% |
| All | +421.5% | -58.0% | +479.5% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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