+36.8%
CARR vs NVDL
+2,476.2%
-2,439.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -3.8% | -10.3% | +6.6% | -2.6% |
| 30D | -8.9% | -7.1% | -1.8% | -8.4% |
| 3M | -17.3% | +6.6% | -23.9% | -18.5% |
| 6M | -1.4% | +21.1% | -22.5% | -4.8% |
| YTD | +10.0% | +15.2% | -5.2% | +6.1% |
| 1Y | -6.4% | +18.8% | -25.1% | -10.7% |
| 3Y | +1.5% | +649.9% | -648.4% | -28.0% |
| All | +36.8% | +2,476.2% | -2,439.4% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling