+10.7%
CARR vs VSH
+74.2%
-63.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | -0.6% |
| 7D | -3.8% | +4.8% | -8.5% | -5.3% |
| 30D | -8.9% | -0.7% | -8.2% | -9.0% |
| 3M | -17.3% | -43.1% | +25.7% | -2.7% |
| 6M | -1.4% | +91.8% | -93.2% | -27.5% |
| YTD | +10.0% | +131.6% | -121.6% | -25.7% |
| 1Y | -6.4% | +118.1% | -124.4% | -35.8% |
| 3Y | +1.5% | +40.9% | -39.4% | -19.0% |
| All | +10.7% | +74.2% | -63.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling