+38.4%
CART vs NTRS
+180.8%
-142.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -9.5% | +0.9% | -10.3% | -9.7% |
| 30D | -7.8% | -1.2% | -6.5% | -7.5% |
| 3M | +10.4% | +8.8% | +1.6% | +8.0% |
| 6M | +20.1% | +34.7% | -14.6% | +10.6% |
| YTD | +3.7% | +37.2% | -33.6% | -5.2% |
| 1Y | +2.6% | +46.3% | -43.8% | -8.2% |
| All | +38.4% | +180.8% | -142.4% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling