-1.8%
CARR vs VO
+16.3%
-18.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.8% |
| 7D | -0.7% | +1.0% | -1.6% | -2.1% |
| 30D | +0.3% | +2.6% | -2.3% | -3.7% |
| 3M | -14.9% | -0.3% | -14.6% | -14.5% |
| 6M | -14.9% | +7.6% | -22.5% | -23.6% |
| YTD | +7.0% | +14.7% | -7.7% | -12.0% |
| 1Y | -1.8% | +16.4% | -18.2% | -21.0% |
| All | -1.8% | +16.3% | -18.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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