+8.2%
NOW vs CARR
-0.1%
+8.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -9.9% | -4.1% | -5.8% | -9.6% |
| 30D | +2.8% | -11.0% | +13.8% | +3.7% |
| 3M | +23.7% | -16.4% | +40.0% | +24.7% |
| 6M | +12.5% | -2.4% | +14.9% | +9.3% |
| YTD | -14.4% | +8.4% | -22.8% | -20.2% |
| 1Y | -29.0% | -8.0% | -21.0% | -30.4% |
| All | +8.2% | -0.1% | +8.3% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling