+65.1%
RSP vs CARR
+10.4%
+54.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.4% | +3.5% | -1.1% | +1.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | -0.3% | -14.1% | +13.7% | +3.4% |
| 6M | +9.8% | -16.7% | +26.5% | +14.2% |
| YTD | +16.8% | +4.2% | +12.6% | +12.8% |
| 1Y | +19.5% | -0.2% | +19.7% | +16.8% |
| 3Y | +65.1% | +10.9% | +54.3% | +54.2% |
| All | +65.1% | +10.4% | +54.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling