+0.1%
CARR vs RVTY
+13.9%
-13.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.4% |
| 7D | -4.1% | -7.4% | +3.3% | -1.5% |
| 30D | -11.0% | +4.5% | -15.5% | -12.5% |
| 3M | -16.4% | +19.5% | -35.8% | -22.0% |
| 6M | -2.4% | +34.1% | -36.5% | -13.3% |
| YTD | +8.4% | +25.3% | -16.8% | -2.1% |
| 1Y | -8.0% | +47.0% | -55.0% | -22.2% |
| All | +0.1% | +13.9% | -13.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling