+141.0%
CART vs NVDX
+423.8%
-282.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | +0.2% |
| 7D | -0.6% | -26.1% | +25.5% | +1.6% |
| 30D | +23.1% | -43.3% | +66.4% | +28.2% |
| 3M | +19.2% | -41.0% | +60.2% | +23.4% |
| 6M | +45.7% | -46.3% | +92.0% | +51.0% |
| YTD | +30.9% | -33.1% | +63.9% | +31.7% |
| 1Y | +50.2% | -40.1% | +90.3% | +52.4% |
| 3Y | +133.5% | +319.0% | -185.4% | +59.1% |
| All | +141.0% | +423.8% | -282.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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