+436.5%
CARR vs VO
+203.1%
+233.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +3.2% | +0.6% | +2.6% | +2.6% |
| 30D | -7.7% | -1.1% | -6.6% | -6.6% |
| 3M | -11.9% | +4.5% | -16.5% | -15.8% |
| 6M | +2.0% | +11.1% | -9.0% | -8.1% |
| YTD | +13.2% | +13.5% | -0.4% | -0.4% |
| 1Y | -8.5% | +14.5% | -23.0% | -20.1% |
| 3Y | +5.0% | +58.1% | -53.1% | -32.3% |
| 5Y | +12.0% | +43.3% | -31.3% | -21.2% |
| All | +436.5% | +203.1% | +233.4% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling