+425.9%
CARR vs VRSN
+79.8%
+346.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.4% |
| 7D | +0.6% | -1.0% | +1.7% | +0.9% |
| 30D | -8.7% | -1.9% | -6.8% | -8.3% |
| 3M | -18.4% | +1.4% | -19.7% | -19.1% |
| 6M | -0.6% | +19.0% | -19.7% | -7.3% |
| YTD | +10.9% | +19.2% | -8.3% | +2.9% |
| 1Y | -7.3% | +1.7% | -9.0% | -9.0% |
| 3Y | +2.9% | +41.4% | -38.5% | -11.0% |
| 5Y | +9.6% | +31.7% | -22.0% | -5.7% |
| All | +425.9% | +79.8% | +346.1% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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