+421.5%
CARR vs NUE
+896.0%
-474.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +0.9% |
| 7D | -3.8% | -0.6% | -3.1% | -3.5% |
| 30D | -8.9% | -4.6% | -4.4% | -7.5% |
| 3M | -17.3% | -0.3% | -17.0% | -17.8% |
| 6M | -1.4% | +51.9% | -53.3% | -16.4% |
| YTD | +10.0% | +60.0% | -50.0% | -8.6% |
| 1Y | -6.4% | +82.9% | -89.2% | -26.1% |
| 3Y | +1.5% | +66.0% | -64.4% | -19.5% |
| 5Y | +9.3% | +149.0% | -139.7% | -28.6% |
| All | +421.5% | +896.0% | -474.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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