+10.7%
CARR vs VWO
+34.0%
-23.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.9% |
| 7D | -3.8% | -1.8% | -2.0% | -2.3% |
| 30D | -8.9% | -0.1% | -8.8% | -8.8% |
| 3M | -17.3% | +2.2% | -19.5% | -18.8% |
| 6M | -1.4% | +8.8% | -10.1% | -7.8% |
| YTD | +10.0% | +12.4% | -2.4% | +0.1% |
| 1Y | -6.4% | +15.6% | -21.9% | -16.8% |
| 3Y | +1.5% | +62.5% | -61.0% | -31.4% |
| All | +10.7% | +34.0% | -23.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling