+7.7%
CARR vs RRC
+150.0%
-142.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -4.1% | -1.2% | -3.0% | -4.0% |
| 30D | -11.0% | +3.0% | -13.9% | -11.4% |
| 3M | -16.4% | +7.3% | -23.7% | -17.4% |
| 6M | -2.4% | +3.6% | -5.9% | -3.5% |
| YTD | +8.4% | +19.4% | -10.9% | +4.5% |
| 1Y | -8.0% | +21.4% | -29.4% | -11.9% |
| 3Y | +0.6% | +32.8% | -32.2% | -6.2% |
| 5Y | +7.7% | +152.0% | -144.2% | -8.6% |
| All | +7.7% | +150.0% | -142.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling