+421.5%
CARR vs VICR
+470.7%
-49.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.3% |
| 7D | -3.8% | +5.0% | -8.7% | -4.6% |
| 30D | -8.9% | -12.5% | +3.6% | -7.4% |
| 3M | -17.3% | -33.6% | +16.3% | -13.3% |
| 6M | -1.4% | +10.7% | -12.1% | -6.9% |
| YTD | +10.0% | +80.6% | -70.6% | -5.0% |
| 1Y | -6.4% | +288.4% | -294.7% | -30.4% |
| 3Y | +1.5% | +213.8% | -212.2% | -26.6% |
| 5Y | +9.3% | +58.8% | -49.5% | -16.5% |
| All | +421.5% | +470.7% | -49.2% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling