-4.6%
CARR vs NVTS
+109.2%
-113.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.7% |
| 7D | +1.6% | +2.7% | -1.1% | +1.4% |
| 30D | -8.7% | -4.5% | -4.3% | -8.6% |
| 3M | -12.6% | -61.5% | +49.0% | -9.8% |
| 6M | -1.5% | +28.0% | -29.5% | -3.6% |
| YTD | +14.3% | +65.3% | -51.0% | +10.2% |
| 1Y | -4.6% | +113.0% | -117.6% | -7.3% |
| All | -4.6% | +109.2% | -113.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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