-4.6%
CARR vs VTR
+36.9%
-41.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.0% |
| 7D | +1.6% | -1.7% | +3.2% | +1.5% |
| 30D | -8.7% | -2.4% | -6.3% | -8.8% |
| 3M | -12.6% | +14.8% | -27.4% | -12.8% |
| 6M | -1.5% | +5.3% | -6.9% | -1.7% |
| YTD | +14.3% | +18.1% | -3.8% | +17.4% |
| 1Y | -4.6% | +36.7% | -41.3% | +0.2% |
| All | -4.6% | +36.9% | -41.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling