-1.8%
CARR vs NVDX
-27.2%
+25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.7% | +1.1% |
| 7D | -0.7% | -14.1% | +13.4% | +0.8% |
| 30D | +0.3% | -31.3% | +31.6% | +3.9% |
| 3M | -14.9% | -16.2% | +1.3% | -13.9% |
| 6M | -14.9% | -11.9% | -3.0% | -14.4% |
| YTD | +7.0% | -9.4% | +16.4% | +4.7% |
| 1Y | -1.8% | -23.9% | +22.1% | -5.1% |
| All | -1.8% | -27.2% | +25.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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