+414.1%
CARR vs VIAV
+317.9%
+96.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.3% | -1.1% |
| 7D | -4.1% | +11.2% | -15.3% | -6.8% |
| 30D | -11.0% | -2.6% | -8.4% | -11.2% |
| 3M | -16.4% | -20.1% | +3.8% | -13.4% |
| 6M | -2.4% | +25.8% | -28.2% | -12.0% |
| YTD | +8.4% | +109.9% | -101.5% | -17.2% |
| 1Y | -8.0% | +214.3% | -222.3% | -39.1% |
| 3Y | +0.6% | +281.6% | -281.1% | -40.1% |
| 5Y | +7.7% | +132.6% | -124.8% | -23.9% |
| All | +414.1% | +317.9% | +96.2% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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