+425.9%
CARR vs VMC
+242.6%
+183.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.2% |
| 7D | +0.6% | -5.3% | +6.0% | +3.6% |
| 30D | -8.7% | -12.3% | +3.6% | -2.1% |
| 3M | -18.4% | -10.3% | -8.1% | -13.8% |
| 6M | -0.6% | -8.6% | +8.0% | +3.9% |
| YTD | +10.9% | -11.9% | +22.8% | +17.5% |
| 1Y | -7.3% | -13.9% | +6.6% | -0.7% |
| 3Y | +2.9% | +18.2% | -15.3% | -7.9% |
| 5Y | +9.6% | +47.7% | -38.1% | -13.0% |
| All | +425.9% | +242.6% | +183.4% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling