+10.7%
CARR vs ITOT
+74.3%
-63.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | -3.8% | -0.9% | -2.9% | -2.7% |
| 30D | -8.9% | -1.5% | -7.5% | -7.3% |
| 3M | -17.3% | +3.6% | -20.9% | -20.4% |
| 6M | -1.4% | +13.7% | -15.1% | -14.4% |
| YTD | +10.0% | +12.9% | -2.9% | -3.9% |
| 1Y | -6.4% | +17.2% | -23.5% | -21.5% |
| 3Y | +1.5% | +75.6% | -74.1% | -45.3% |
| All | +10.7% | +74.3% | -63.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling