+0.1%
CARR vs VSH
+33.8%
-33.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | -4.1% | +3.1% | -7.2% | -5.0% |
| 30D | -11.0% | -5.7% | -5.3% | -9.7% |
| 3M | -16.4% | -42.5% | +26.1% | -4.0% |
| 6M | -2.4% | +82.7% | -85.0% | -24.2% |
| YTD | +8.4% | +118.2% | -109.8% | -21.6% |
| 1Y | -8.0% | +109.7% | -117.7% | -33.1% |
| All | +0.1% | +33.8% | -33.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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