-4.6%
CARR vs VUG
+15.8%
-20.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -8.7% | -0.3% | -8.4% | -8.5% |
| 3M | -12.6% | -0.7% | -11.9% | -12.3% |
| 6M | -1.5% | +14.6% | -16.2% | -10.8% |
| YTD | +14.3% | +9.0% | +5.3% | +6.3% |
| 1Y | -4.6% | +14.9% | -19.4% | -11.5% |
| All | -4.6% | +15.8% | -20.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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