+1.5%
CARR vs VIG
+55.8%
-54.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.4% |
| 7D | -3.8% | -1.1% | -2.7% | -2.2% |
| 30D | -8.9% | -2.7% | -6.2% | -5.1% |
| 3M | -17.3% | +2.5% | -19.9% | -20.3% |
| 6M | -1.4% | +9.2% | -10.6% | -12.9% |
| YTD | +10.0% | +9.8% | +0.2% | -3.5% |
| 1Y | -6.4% | +12.4% | -18.7% | -20.4% |
| 3Y | +1.5% | +55.9% | -54.3% | -45.8% |
| All | +1.5% | +55.8% | -54.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling