+421.5%
CARR vs RRC
+1,372.1%
-950.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | -8.9% | +2.7% | -11.6% | -9.2% |
| 3M | -17.3% | +8.8% | -26.1% | -18.3% |
| 6M | -1.4% | -1.2% | -0.2% | -1.7% |
| YTD | +10.0% | +17.6% | -7.6% | +7.0% |
| 1Y | -6.4% | +18.4% | -24.8% | -9.2% |
| 3Y | +1.5% | +33.1% | -31.5% | -3.9% |
| 5Y | +9.3% | +148.2% | -138.9% | -4.9% |
| All | +421.5% | +1,372.1% | -950.6% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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