+9.6%
CARR vs ROIV
+319.8%
-310.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | +0.6% | +22.3% | -21.7% | -1.6% |
| 30D | -8.7% | +16.9% | -25.5% | -10.3% |
| 3M | -18.4% | +43.9% | -62.3% | -21.5% |
| 6M | -0.6% | +41.6% | -42.2% | -4.4% |
| YTD | +10.9% | +92.7% | -81.7% | +3.4% |
| 1Y | -7.3% | +210.2% | -217.5% | -17.5% |
| 3Y | +2.9% | +231.8% | -228.9% | -10.1% |
| 5Y | +9.6% | +319.8% | -310.1% | -14.6% |
| All | +9.6% | +319.8% | -310.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling