-1.8%
CARR vs VG
+47.2%
-48.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.7% | +8.2% | -0.1% |
| 7D | -0.7% | -16.4% | +15.7% | -1.9% |
| 30D | +0.3% | -10.8% | +11.1% | -0.4% |
| 3M | -14.9% | -6.3% | -8.6% | -15.0% |
| 6M | -14.9% | -12.5% | -2.4% | -14.6% |
| YTD | +7.0% | +76.9% | -69.9% | +0.7% |
| 1Y | -1.8% | +51.8% | -53.5% | -6.7% |
| All | -1.8% | +47.2% | -48.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling