+73.3%
CARR vs ROIV
+232.7%
-159.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +1.6% | +0.6% | +0.9% | +1.5% |
| 30D | -8.7% | +1.0% | -9.7% | -8.9% |
| 3M | -12.6% | +18.3% | -30.9% | -14.1% |
| 6M | -1.5% | +18.3% | -19.9% | -3.4% |
| YTD | +14.3% | +61.0% | -46.7% | +8.7% |
| 1Y | -4.6% | +177.9% | -182.5% | -13.9% |
| 3Y | +7.3% | +199.1% | -191.7% | -4.8% |
| 5Y | +11.6% | +250.7% | -239.1% | -8.1% |
| All | +73.3% | +232.7% | -159.4% | +42.7% |
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