+58.0%
CARR vs ROIV
+276.5%
-218.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +3.5% | +1.7% | +1.8% | +3.3% |
| 30D | +0.4% | +17.6% | -17.2% | -1.3% |
| 3M | -14.1% | +9.0% | -23.0% | -15.1% |
| 6M | -16.7% | +35.3% | -52.0% | -19.6% |
| YTD | +4.2% | +82.2% | -78.0% | -2.4% |
| 1Y | -0.2% | +92.3% | -92.5% | -7.1% |
| 3Y | +10.9% | +336.8% | -325.9% | -4.5% |
| 5Y | +3.9% | +370.6% | -366.7% | -17.3% |
| All | +58.0% | +276.5% | -218.5% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling