-4.9%
CARR vs VYM
+17.8%
-22.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | +1.2% |
| 7D | -4.2% | -3.0% | -1.1% | +1.0% |
| 30D | -4.7% | +0.9% | -5.6% | -6.5% |
| 3M | -18.3% | -2.7% | -15.6% | -14.3% |
| 6M | -16.4% | +3.4% | -19.9% | -21.4% |
| YTD | +2.3% | +13.3% | -11.0% | -16.0% |
| 1Y | -4.9% | +17.0% | -21.9% | -26.2% |
| All | -4.9% | +17.8% | -22.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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