-7.3%
CARR vs VG
+12.9%
-20.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -1.8% |
| 7D | +0.6% | +3.8% | -3.2% | +0.8% |
| 30D | -8.7% | +7.2% | -15.9% | -8.3% |
| 3M | -18.4% | +22.8% | -41.1% | -17.3% |
| 6M | -0.6% | +33.2% | -33.8% | -1.3% |
| YTD | +10.9% | +124.8% | -113.9% | +4.8% |
| 1Y | -7.3% | +15.8% | -23.1% | -8.7% |
| All | -7.3% | +12.9% | -20.1% | -8.7% |
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