+421.5%
CARR vs VO
+200.2%
+221.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +0.6% |
| 7D | -3.8% | -1.5% | -2.2% | -2.1% |
| 30D | -8.9% | -3.0% | -5.9% | -5.8% |
| 3M | -17.3% | +2.8% | -20.1% | -19.6% |
| 6M | -1.4% | +10.9% | -12.3% | -11.0% |
| YTD | +10.0% | +12.5% | -2.5% | -2.1% |
| 1Y | -6.4% | +12.0% | -18.3% | -16.2% |
| 3Y | +1.5% | +56.3% | -54.7% | -33.7% |
| 5Y | +9.3% | +42.9% | -33.6% | -22.7% |
| All | +421.5% | +200.2% | +221.3% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling