+414.1%
CARR vs VIG
+173.5%
+240.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -4.1% | -2.2% | -1.9% | -1.5% |
| 30D | -11.0% | -3.2% | -7.8% | -7.4% |
| 3M | -16.4% | +3.0% | -19.4% | -19.2% |
| 6M | -2.4% | +8.1% | -10.5% | -10.7% |
| YTD | +8.4% | +9.1% | -0.6% | -1.7% |
| 1Y | -8.0% | +12.6% | -20.6% | -19.5% |
| 3Y | +0.6% | +55.4% | -54.8% | -38.1% |
| 5Y | +7.7% | +62.8% | -55.0% | -36.1% |
| All | +414.1% | +173.5% | +240.5% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling