+0.1%
CARR vs VO
+54.6%
-54.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.0% |
| 7D | -4.1% | -2.5% | -1.6% | -0.7% |
| 30D | -11.0% | -3.2% | -7.7% | -6.8% |
| 3M | -16.4% | +3.9% | -20.3% | -20.5% |
| 6M | -2.4% | +9.6% | -12.0% | -13.3% |
| YTD | +8.4% | +11.6% | -3.2% | -5.9% |
| 1Y | -8.0% | +12.6% | -20.6% | -21.1% |
| All | +0.1% | +54.6% | -54.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling