+436.5%
CARR vs VFC
-70.6%
+507.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | -7.7% | -11.9% | +4.3% | -4.8% |
| 3M | -11.9% | -20.2% | +8.2% | -7.6% |
| 6M | +2.0% | -23.0% | +25.0% | +7.6% |
| YTD | +13.2% | -26.2% | +39.4% | +20.2% |
| 1Y | -8.5% | -13.3% | +4.8% | -7.4% |
| 3Y | +5.0% | -25.5% | +30.4% | -0.8% |
| 5Y | +12.0% | -78.1% | +90.1% | +66.3% |
| All | +436.5% | -70.6% | +507.1% | +594.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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