+154.4%
NOW vs CARR
+441.9%
-287.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.2% |
| 7D | -2.4% | +1.6% | -3.9% | -2.7% |
| 30D | +20.5% | -8.7% | +29.3% | +23.0% |
| 3M | +18.3% | -12.6% | +30.9% | +20.9% |
| 6M | +24.1% | -1.5% | +25.6% | +21.0% |
| YTD | -7.8% | +14.3% | -22.1% | -14.7% |
| 1Y | -21.4% | -4.6% | -16.8% | -23.3% |
| 3Y | +19.5% | +7.3% | +12.2% | +9.5% |
| 5Y | +4.1% | +11.6% | -7.6% | -11.2% |
| All | +154.4% | +441.9% | -287.5% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling