+74.7%
CART vs NTRS
+171.0%
-96.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +1.3% | +3.2% | -1.9% | +0.5% |
| 30D | +19.2% | +9.6% | +9.6% | +16.5% |
| 3M | +17.6% | -6.0% | +23.5% | +19.2% |
| 6M | +47.4% | +10.4% | +37.0% | +43.4% |
| YTD | +30.9% | +32.5% | -1.6% | +20.6% |
| 1Y | +46.0% | +41.2% | +4.8% | +31.9% |
| 3Y | +130.3% | +173.4% | -43.1% | +62.4% |
| All | +74.7% | +171.0% | -96.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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