+421.5%
CARR vs RVTY
+89.4%
+332.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +0.4% |
| 7D | -3.8% | -4.5% | +0.8% | -2.0% |
| 30D | -8.9% | +5.5% | -14.4% | -10.9% |
| 3M | -17.3% | +22.5% | -39.8% | -24.2% |
| 6M | -1.4% | +38.9% | -40.3% | -14.6% |
| YTD | +10.0% | +28.7% | -18.8% | -2.6% |
| 1Y | -6.4% | +45.5% | -51.8% | -21.5% |
| 3Y | +1.5% | +16.4% | -14.8% | -9.1% |
| 5Y | +9.3% | -32.7% | +42.0% | +20.3% |
| All | +421.5% | +89.4% | +332.1% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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