+1.5%
CARR vs VMC
+18.8%
-17.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.9% |
| 7D | -3.8% | -3.8% | 0.0% | -1.6% |
| 30D | -8.9% | -9.7% | +0.8% | -3.4% |
| 3M | -17.3% | -9.6% | -7.7% | -12.8% |
| 6M | -1.4% | -4.8% | +3.4% | +1.1% |
| YTD | +10.0% | -10.9% | +20.9% | +15.6% |
| 1Y | -6.4% | -15.6% | +9.2% | +1.7% |
| 3Y | +1.5% | +19.3% | -17.8% | -15.2% |
| All | +1.5% | +18.8% | -17.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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