+421.5%
CARR vs RVMD
+907.3%
-485.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -17.3% | +36.5% | -53.9% | -20.7% |
| 6M | -1.4% | +104.6% | -106.0% | -11.5% |
| YTD | +10.0% | +155.8% | -145.8% | -5.1% |
| 1Y | -6.4% | +340.7% | -347.0% | -25.6% |
| 3Y | +1.5% | +519.9% | -518.4% | -25.8% |
| 5Y | +9.3% | +584.9% | -575.6% | -25.9% |
| All | +421.5% | +907.3% | -485.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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