+138.7%
NOW vs CARR
+421.5%
-282.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -6.2% | -3.8% | -2.4% | -5.3% |
| 30D | +6.1% | -8.9% | +15.0% | +8.4% |
| 3M | +28.6% | -17.3% | +45.9% | +33.3% |
| 6M | +14.6% | -1.4% | +16.0% | +11.6% |
| YTD | -13.5% | +10.0% | -23.5% | -19.3% |
| 1Y | -29.4% | -6.4% | -23.0% | -30.9% |
| 3Y | +9.4% | +1.5% | +7.8% | +1.6% |
| 5Y | +2.3% | +9.3% | -7.0% | -12.1% |
| All | +138.7% | +421.5% | -282.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling