-4.6%
CARR vs VNQ
+9.6%
-14.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.5% |
| 7D | +1.6% | -1.3% | +2.8% | +2.5% |
| 30D | -8.7% | -2.9% | -5.8% | -6.8% |
| 3M | -12.6% | +0.8% | -13.4% | -14.0% |
| 6M | -1.5% | +2.5% | -4.0% | -4.8% |
| YTD | +14.3% | +10.6% | +3.7% | +5.5% |
| 1Y | -4.6% | +9.1% | -13.7% | -12.9% |
| All | -4.6% | +9.6% | -14.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling