+4.5%
CARR vs ROIV
+227.9%
-223.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -4.5% |
| 7D | +3.2% | +20.2% | -16.9% | -0.6% |
| 30D | -7.7% | +14.1% | -21.8% | -10.3% |
| 3M | -11.9% | +45.6% | -57.5% | -18.5% |
| 6M | +2.0% | +44.1% | -42.1% | -5.8% |
| YTD | +13.2% | +91.2% | -78.0% | -1.2% |
| 1Y | -8.5% | +221.3% | -229.8% | -28.8% |
| All | +4.5% | +227.9% | -223.4% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling