+1.5%
CARR vs NTAP
+165.5%
-164.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.5% | -7.1% | -0.7% |
| 7D | -3.8% | +7.4% | -11.1% | -5.5% |
| 30D | -8.9% | -1.4% | -7.5% | -8.7% |
| 3M | -17.3% | +24.6% | -41.9% | -22.2% |
| 6M | -1.4% | +105.9% | -107.3% | -21.8% |
| YTD | +10.0% | +88.5% | -78.5% | -10.5% |
| 1Y | -6.4% | +62.1% | -68.4% | -19.9% |
| 3Y | +1.5% | +169.1% | -167.5% | -28.0% |
| All | +1.5% | +165.5% | -164.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling