-0.2%
CARR vs VG
+63.8%
-63.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.4% |
| 7D | +3.5% | +14.0% | -10.5% | +4.5% |
| 30D | +0.4% | -1.0% | +1.3% | +0.3% |
| 3M | -14.1% | -2.7% | -11.4% | -14.1% |
| 6M | -16.7% | +1.5% | -18.2% | -15.8% |
| YTD | +4.2% | +93.7% | -89.5% | -2.4% |
| 1Y | -0.2% | +68.5% | -68.7% | -4.9% |
| All | -0.2% | +63.8% | -63.9% | -4.9% |
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