+425.9%
CARR vs NTAP
+423.5%
+2.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.2% |
| 7D | +0.6% | +2.2% | -1.6% | -0.1% |
| 30D | -8.7% | -7.0% | -1.6% | -6.6% |
| 3M | -18.4% | +12.3% | -30.7% | -21.9% |
| 6M | -0.6% | +85.1% | -85.7% | -22.1% |
| YTD | +10.9% | +74.8% | -63.8% | -11.7% |
| 1Y | -7.3% | +52.7% | -60.0% | -22.5% |
| 3Y | +2.9% | +147.7% | -144.8% | -31.3% |
| 5Y | +9.6% | +124.8% | -115.1% | -26.0% |
| All | +425.9% | +423.5% | +2.4% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling