-39.8%
NOW vs CARR
-1.6%
-38.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.5% |
| 7D | +0.3% | +3.5% | -3.2% | +1.2% |
| 30D | -27.0% | +0.4% | -27.3% | -26.9% |
| 3M | -19.6% | -14.1% | -5.6% | -24.4% |
| 6M | +17.5% | -16.7% | +34.1% | +9.4% |
| YTD | -33.3% | +4.2% | -37.4% | -35.8% |
| 1Y | -39.8% | -0.2% | -39.6% | -41.4% |
| All | -39.8% | -1.6% | -38.2% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling