-4.6%
CARR vs NWSA
+5.5%
-10.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +1.6% | -1.9% | +3.4% | +1.6% |
| 30D | -8.7% | +4.6% | -13.3% | -8.9% |
| 3M | -12.6% | +13.2% | -25.8% | -13.2% |
| 6M | -1.5% | +27.0% | -28.5% | -5.0% |
| YTD | +14.3% | +16.8% | -2.5% | +12.0% |
| 1Y | -4.6% | +4.5% | -9.1% | -5.1% |
| All | -4.6% | +5.5% | -10.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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