-4.6%
CARR vs VWO
+23.1%
-27.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.4% |
| 7D | +1.6% | +1.1% | +0.5% | +0.6% |
| 30D | -8.7% | +2.4% | -11.1% | -10.6% |
| 3M | -12.6% | +2.0% | -14.6% | -14.3% |
| 6M | -1.5% | +10.7% | -12.2% | -9.9% |
| YTD | +14.3% | +14.4% | -0.1% | +2.5% |
| 1Y | -4.6% | +22.7% | -27.3% | -18.0% |
| All | -4.6% | +23.1% | -27.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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