-4.6%
CARR vs NRG
-18.6%
+14.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | -0.2% |
| 7D | +1.6% | +7.1% | -5.5% | +0.1% |
| 30D | -8.7% | -1.4% | -7.3% | -8.6% |
| 3M | -12.6% | -10.5% | -2.1% | -11.3% |
| 6M | -1.5% | -26.7% | +25.2% | +2.4% |
| YTD | +14.3% | -24.5% | +38.8% | +18.6% |
| 1Y | -4.6% | -18.6% | +14.0% | +1.8% |
| All | -4.6% | -18.6% | +14.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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