-24.4%
NOW vs CARR
+7.1%
-31.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.2% |
| 7D | -5.6% | -1.9% | -3.6% | -4.9% |
| 30D | -26.8% | -1.1% | -25.7% | -26.4% |
| 3M | -19.4% | -13.8% | -5.6% | -15.4% |
| 6M | +12.3% | -16.5% | +28.8% | +16.9% |
| YTD | -32.9% | +4.9% | -37.8% | -39.3% |
| 1Y | -40.3% | -2.7% | -37.6% | -43.9% |
| 3Y | -19.1% | +10.4% | -29.5% | -36.4% |
| 5Y | -24.4% | +7.7% | -32.1% | -40.7% |
| All | -24.4% | +7.1% | -31.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling