+421.5%
CARR vs RRX
+219.4%
+202.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | -0.2% |
| 7D | -3.8% | -0.3% | -3.4% | -3.6% |
| 30D | -8.9% | -6.1% | -2.8% | -6.5% |
| 3M | -17.3% | -23.1% | +5.7% | -8.6% |
| 6M | -1.4% | -19.5% | +18.1% | +6.1% |
| YTD | +10.0% | +16.1% | -6.1% | -0.6% |
| 1Y | -6.4% | +12.9% | -19.3% | -15.0% |
| 3Y | +1.5% | +7.9% | -6.4% | -10.3% |
| 5Y | +9.3% | +19.1% | -9.8% | -10.7% |
| All | +421.5% | +219.4% | +202.1% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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