+421.5%
CARR vs NWSA
+218.0%
+203.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.8% | -2.8% | -1.0% | -2.5% |
| 30D | -8.9% | +3.0% | -11.9% | -10.2% |
| 3M | -17.3% | +12.3% | -29.6% | -22.5% |
| 6M | -1.4% | +21.9% | -23.3% | -11.5% |
| YTD | +10.0% | +13.6% | -3.6% | +1.6% |
| 1Y | -6.4% | +0.5% | -6.8% | -8.3% |
| 3Y | +1.5% | +43.8% | -42.2% | -17.5% |
| 5Y | +9.3% | +41.2% | -31.9% | -13.2% |
| All | +421.5% | +218.0% | +203.5% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling