+421.5%
CARR vs NDAQ
+226.1%
+195.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -3.8% | -5.6% | +1.8% | -1.4% |
| 30D | -8.9% | -4.4% | -4.6% | -7.2% |
| 3M | -17.3% | +5.9% | -23.2% | -20.0% |
| 6M | -1.4% | +7.7% | -9.1% | -6.0% |
| YTD | +10.0% | -5.2% | +15.2% | +10.7% |
| 1Y | -6.4% | -3.4% | -3.0% | -6.9% |
| 3Y | +1.5% | +85.6% | -84.1% | -29.5% |
| 5Y | +9.3% | +49.5% | -40.2% | -16.3% |
| All | +421.5% | +226.1% | +195.4% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling