+44.7%
CART vs NTR
-3.6%
+48.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.4% |
| 7D | +3.0% | +3.0% | 0.0% | +3.3% |
| 30D | +28.6% | +2.2% | +26.4% | +28.8% |
| 3M | +29.1% | +7.9% | +21.2% | +28.9% |
| 6M | +44.7% | -1.5% | +46.2% | +54.0% |
| All | +44.7% | -3.6% | +48.3% | +54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling