-4.6%
CARR vs NOC
-10.0%
+5.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | +1.6% | -5.2% | +6.7% | +1.9% |
| 30D | -8.7% | -7.2% | -1.5% | -8.3% |
| 3M | -12.6% | -5.1% | -7.5% | -12.1% |
| 6M | -1.5% | -31.1% | +29.5% | +3.0% |
| YTD | +14.3% | -8.6% | +22.9% | +9.9% |
| 1Y | -4.6% | -9.7% | +5.1% | -7.8% |
| All | -4.6% | -10.0% | +5.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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