+421.5%
CARR vs NTRS
+251.7%
+169.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -3.8% | +1.4% | -5.1% | -4.4% |
| 30D | -8.9% | -0.7% | -8.3% | -8.6% |
| 3M | -17.3% | +11.3% | -28.6% | -21.8% |
| 6M | -1.4% | +35.5% | -36.9% | -15.5% |
| YTD | +10.0% | +40.6% | -30.6% | -7.9% |
| 1Y | -6.4% | +49.2% | -55.6% | -24.0% |
| 3Y | +1.5% | +167.2% | -165.7% | -39.6% |
| 5Y | +9.3% | +94.9% | -85.6% | -26.0% |
| All | +421.5% | +251.7% | +169.8% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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