+66.8%
CARR vs ROIV
+288.8%
-222.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.8% | +16.9% | -20.6% | -5.4% |
| 30D | -8.9% | +12.9% | -21.8% | -10.2% |
| 3M | -17.3% | +37.3% | -54.6% | -20.1% |
| 6M | -1.4% | +38.0% | -39.4% | -4.9% |
| YTD | +10.0% | +88.1% | -78.1% | +2.8% |
| 1Y | -6.4% | +183.3% | -189.6% | -15.9% |
| 3Y | +1.5% | +254.6% | -253.1% | -11.6% |
| 5Y | +9.3% | +309.8% | -300.5% | -11.6% |
| All | +66.8% | +288.8% | -222.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling