+421.5%
CARR vs NSC
+184.6%
+236.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.9% |
| 7D | -3.8% | -2.8% | -1.0% | -2.4% |
| 30D | -8.9% | -4.5% | -4.4% | -6.8% |
| 3M | -17.3% | +3.5% | -20.9% | -18.9% |
| 6M | -1.4% | +8.5% | -9.9% | -5.8% |
| YTD | +10.0% | +12.3% | -2.3% | +3.3% |
| 1Y | -6.4% | +18.9% | -25.3% | -14.6% |
| 3Y | +1.5% | +74.1% | -72.6% | -25.0% |
| 5Y | +9.3% | +43.9% | -34.6% | -11.7% |
| All | +421.5% | +184.6% | +236.9% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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