+210.8%
RSP vs CARR
+441.9%
-231.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.8% |
| 7D | -0.8% | +1.6% | -2.3% | -1.2% |
| 30D | -0.3% | -8.7% | +8.4% | +2.1% |
| 3M | +4.3% | -12.6% | +16.8% | +7.6% |
| 6M | +8.8% | -1.5% | +10.4% | +7.9% |
| YTD | +15.3% | +14.3% | +1.0% | +9.3% |
| 1Y | +18.3% | -4.6% | +22.9% | +17.7% |
| 3Y | +52.8% | +7.3% | +45.5% | +44.2% |
| 5Y | +51.7% | +11.6% | +40.1% | +36.5% |
| All | +210.8% | +441.9% | -231.1% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling