+421.5%
CARR vs VCLT
+18.0%
+403.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | -1.4% | -2.4% | -3.1% |
| 30D | -8.9% | -1.2% | -7.7% | -8.3% |
| 3M | -17.3% | -4.8% | -12.5% | -15.1% |
| 6M | -1.4% | -2.6% | +1.2% | +0.2% |
| YTD | +10.0% | -3.3% | +13.3% | +12.2% |
| 1Y | -6.4% | -4.8% | -1.5% | -3.8% |
| 3Y | +1.5% | +11.5% | -10.0% | -3.5% |
| 5Y | +9.3% | -17.0% | +26.3% | +9.1% |
| All | +421.5% | +18.0% | +403.5% | +446.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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