+414.1%
CARR vs VICR
+413.4%
+0.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.8% |
| 7D | -4.1% | -0.4% | -3.7% | -4.1% |
| 30D | -11.0% | -15.6% | +4.6% | -8.9% |
| 3M | -16.4% | -35.4% | +19.0% | -11.9% |
| 6M | -2.4% | +1.3% | -3.6% | -6.4% |
| YTD | +8.4% | +62.5% | -54.0% | -4.7% |
| 1Y | -8.0% | +255.5% | -263.4% | -30.6% |
| 3Y | +0.6% | +182.0% | -181.4% | -26.0% |
| 5Y | +7.7% | +42.9% | -35.2% | -16.2% |
| All | +414.1% | +413.4% | +0.6% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling