+1.5%
CARR vs RSG
+57.7%
-56.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -8.9% | +4.0% | -12.9% | -9.7% |
| 3M | -17.3% | +7.4% | -24.7% | -19.0% |
| 6M | -1.4% | +0.1% | -1.5% | -1.4% |
| YTD | +10.0% | +6.0% | +4.0% | +7.6% |
| 1Y | -6.4% | -3.0% | -3.4% | -5.3% |
| 3Y | +1.5% | +56.5% | -54.9% | -6.2% |
| All | +1.5% | +57.7% | -56.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling