+34.4%
CARR vs NXT
+173.5%
-139.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.2% |
| 7D | -3.8% | -1.9% | -1.9% | -3.5% |
| 30D | -8.9% | -20.0% | +11.1% | -5.9% |
| 3M | -17.3% | -30.7% | +13.4% | -13.1% |
| 6M | -1.4% | -29.0% | +27.6% | +2.3% |
| YTD | +10.0% | -4.8% | +14.8% | +9.2% |
| 1Y | -6.4% | +22.8% | -29.2% | -10.6% |
| 3Y | +1.5% | +93.9% | -92.4% | -11.9% |
| All | +34.4% | +173.5% | -139.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling