+38.2%
CARR vs NXT
+181.9%
-143.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.2% | +2.9% | +0.4% | +2.8% |
| 30D | -7.7% | -17.2% | +9.6% | -5.1% |
| 3M | -11.9% | -32.0% | +20.1% | -7.3% |
| 6M | +2.0% | -15.8% | +17.8% | +3.4% |
| YTD | +13.2% | -1.9% | +15.1% | +11.8% |
| 1Y | -8.5% | +22.5% | -31.0% | -12.7% |
| 3Y | +5.0% | +100.5% | -95.6% | -9.4% |
| All | +38.2% | +181.9% | -143.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling