+6.3%
CART vs NTR
+44.9%
-38.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.5% | -6.1% |
| 7D | -4.1% | +3.8% | -7.9% | -4.4% |
| 30D | -4.3% | +25.2% | -29.6% | -6.1% |
| 3M | +13.1% | +21.0% | -7.9% | +11.3% |
| 6M | +26.0% | +7.6% | +18.4% | +26.4% |
| YTD | +6.7% | +32.9% | -26.1% | +2.8% |
| 1Y | +6.3% | +43.1% | -36.8% | -1.6% |
| All | +6.3% | +44.9% | -38.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling