+0.8%
NOW vs CARR
+9.5%
-8.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | +2.9% | -8.7% | +11.5% | +5.9% |
| 3M | +22.6% | -18.4% | +40.9% | +29.5% |
| 6M | +7.5% | -0.6% | +8.1% | +2.5% |
| YTD | -14.4% | +10.9% | -25.3% | -23.9% |
| 1Y | -29.8% | -7.3% | -22.5% | -31.9% |
| 3Y | +9.2% | +2.9% | +6.3% | -7.5% |
| 5Y | +0.8% | +9.6% | -8.8% | -24.3% |
| All | +0.8% | +9.5% | -8.7% | -24.3% |
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 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