+421.5%
CARR vs NTR
+292.3%
+129.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -3.8% | -1.3% | -2.5% | -3.5% |
| 30D | -8.9% | +16.8% | -25.7% | -12.5% |
| 3M | -17.3% | +20.7% | -38.1% | -21.7% |
| 6M | -1.4% | +0.5% | -1.9% | -2.5% |
| YTD | +10.0% | +29.2% | -19.2% | +0.8% |
| 1Y | -6.4% | +39.6% | -45.9% | -16.5% |
| 3Y | +1.5% | +37.9% | -36.3% | -10.8% |
| 5Y | +9.3% | +47.1% | -37.8% | -18.0% |
| All | +421.5% | +292.3% | +129.2% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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