+56.6%
CART vs NTR
+29.8%
+26.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +1.5% | +3.0% | -1.5% | +1.6% |
| 30D | +22.4% | +7.1% | +15.3% | +22.5% |
| 3M | +16.5% | +13.1% | +3.4% | +15.9% |
| 6M | +44.9% | +7.6% | +37.3% | +44.6% |
| YTD | +30.0% | +20.0% | +10.0% | +31.1% |
| All | +56.6% | +29.8% | +26.8% | +55.1% |
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