+73.5%
CART vs NTR
+25.7%
+47.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.4% |
| 30D | +17.8% | +2.2% | +15.6% | +17.2% |
| 3M | +20.7% | +6.8% | +13.9% | +18.5% |
| 6M | +49.7% | +0.6% | +49.1% | +48.8% |
| YTD | +30.0% | +18.2% | +11.8% | +22.5% |
| 1Y | +48.4% | +21.3% | +27.1% | +38.4% |
| 3Y | +132.0% | +46.6% | +85.3% | +100.5% |
| All | +73.5% | +25.7% | +47.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling