+21.8%
RSP vs CARR
-1.4%
+23.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +5.8% | +0.3% | +5.5% | +5.7% |
| 3M | +1.8% | -14.9% | +16.7% | +4.5% |
| 6M | +11.6% | -14.9% | +26.5% | +14.0% |
| YTD | +18.0% | +7.0% | +11.0% | +12.5% |
| 1Y | +21.8% | -1.8% | +23.6% | +19.7% |
| All | +21.8% | -1.4% | +23.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling