+20.5%
CARR vs VSXY
+33.4%
-12.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.8% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -11.0% | -22.1% | +11.1% | -8.2% |
| 3M | -16.4% | -1.1% | -15.2% | -16.9% |
| 6M | -2.4% | +53.8% | -56.2% | -10.6% |
| YTD | +8.4% | +35.5% | -27.1% | +0.6% |
| 1Y | -8.0% | +186.0% | -194.0% | -24.4% |
| 3Y | +0.6% | +343.2% | -342.6% | -28.4% |
| 5Y | +7.7% | +19.0% | -11.3% | -6.4% |
| All | +20.5% | +33.4% | -12.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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