-4.9%
CARR vs NVDL
-34.9%
+30.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -18.6% | +14.2% | -2.5% |
| 7D | -4.2% | -28.8% | +24.6% | -1.0% |
| 30D | -4.7% | -44.0% | +39.2% | +0.6% |
| 3M | -18.3% | -35.6% | +17.3% | -15.1% |
| 6M | -16.4% | -25.3% | +8.9% | -14.5% |
| YTD | +2.3% | -23.3% | +25.6% | +1.8% |
| 1Y | -4.9% | -32.5% | +27.6% | -6.4% |
| All | -4.9% | -34.9% | +30.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling