+425.9%
CARR vs VCLT
+19.4%
+406.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.7% | +0.1% | -8.8% | -8.7% |
| 3M | -18.4% | -2.9% | -15.5% | -17.0% |
| 6M | -0.6% | -4.0% | +3.4% | +1.6% |
| YTD | +10.9% | -2.2% | +13.2% | +12.5% |
| 1Y | -7.3% | -2.6% | -4.7% | -5.9% |
| 3Y | +2.9% | +12.3% | -9.4% | -2.6% |
| 5Y | +9.6% | -16.4% | +26.0% | +8.8% |
| All | +425.9% | +19.4% | +406.6% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling