+436.5%
CARR vs VSH
+202.7%
+233.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +3.2% | +6.2% | -3.0% | +1.0% |
| 30D | -7.7% | -11.1% | +3.5% | -4.1% |
| 3M | -11.9% | -44.9% | +33.0% | +6.3% |
| 6M | +2.0% | +90.0% | -87.9% | -26.6% |
| YTD | +13.2% | +118.8% | -105.6% | -24.2% |
| 1Y | -8.5% | +109.0% | -117.5% | -38.2% |
| 3Y | +5.0% | +35.6% | -30.7% | -18.2% |
| 5Y | +12.0% | +66.7% | -54.7% | -23.5% |
| All | +436.5% | +202.7% | +233.8% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling