+414.1%
CARR vs NVT
+1,310.0%
-895.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.3% |
| 7D | -4.1% | +2.0% | -6.2% | -5.1% |
| 30D | -11.0% | -7.2% | -3.8% | -8.2% |
| 3M | -16.4% | -0.9% | -15.5% | -17.2% |
| 6M | -2.4% | +42.6% | -45.0% | -19.6% |
| YTD | +8.4% | +52.9% | -44.5% | -14.4% |
| 1Y | -8.0% | +64.5% | -72.4% | -30.7% |
| 3Y | +0.6% | +178.0% | -177.4% | -46.1% |
| 5Y | +7.7% | +402.8% | -395.0% | -58.6% |
| All | +414.1% | +1,310.0% | -895.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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