+10.7%
CARR vs VIG
+63.0%
-52.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.4% |
| 7D | -3.8% | -1.1% | -2.7% | -2.3% |
| 30D | -8.9% | -2.7% | -6.2% | -5.2% |
| 3M | -17.3% | +2.5% | -19.9% | -20.1% |
| 6M | -1.4% | +9.2% | -10.6% | -12.4% |
| YTD | +10.0% | +9.8% | +0.2% | -3.0% |
| 1Y | -6.4% | +12.4% | -18.7% | -19.9% |
| 3Y | +1.5% | +55.9% | -54.3% | -43.9% |
| All | +10.7% | +63.0% | -52.4% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling