+421.5%
CARR vs NTAP
+464.7%
-43.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.5% | -7.1% | -1.3% |
| 7D | -3.8% | +7.4% | -11.1% | -6.1% |
| 30D | -8.9% | -1.4% | -7.5% | -8.7% |
| 3M | -17.3% | +24.6% | -41.9% | -23.7% |
| 6M | -1.4% | +105.9% | -107.3% | -25.5% |
| YTD | +10.0% | +88.5% | -78.5% | -14.6% |
| 1Y | -6.4% | +62.1% | -68.4% | -23.2% |
| 3Y | +1.5% | +169.1% | -167.5% | -34.1% |
| 5Y | +9.3% | +141.9% | -132.6% | -28.1% |
| All | +421.5% | +464.7% | -43.2% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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