+13.1%
NOW vs CARR
-16.3%
+29.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.1% |
| 7D | -1.7% | +2.2% | -3.8% | -1.5% |
| 30D | -27.4% | -0.8% | -26.6% | -27.4% |
| 3M | -19.4% | -13.4% | -6.0% | -23.7% |
| 6M | +13.1% | -16.4% | +29.5% | +3.5% |
| All | +13.1% | -16.3% | +29.4% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling