-1.8%
CARR vs VWO
+5.9%
-7.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -1.0% |
| 7D | -0.7% | -1.3% | +0.6% | +0.5% |
| 30D | +0.3% | -7.1% | +7.4% | +7.1% |
| 3M | -14.9% | -6.1% | -8.8% | -10.1% |
| 6M | -14.9% | -3.9% | -11.0% | -12.2% |
| YTD | +7.0% | +5.0% | +2.0% | +2.0% |
| 1Y | -1.8% | +6.0% | -7.7% | -7.3% |
| All | -1.8% | +5.9% | -7.6% | -7.3% |
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