+51.5%
CART vs NTR
+39.2%
+12.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +1.0% | +8.1% | -7.1% | -0.6% |
| 30D | +12.6% | +18.8% | -6.1% | +8.4% |
| 3M | +23.1% | +16.2% | +6.9% | +18.9% |
| 6M | +39.5% | +9.8% | +29.8% | +36.2% |
| YTD | +13.5% | +30.9% | -17.3% | +5.1% |
| 1Y | +14.9% | +41.8% | -26.9% | +3.4% |
| All | +51.5% | +39.2% | +12.4% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling