+139.3%
CART vs NVDX
+454.9%
-315.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +1.3% |
| 7D | +1.5% | -23.4% | +24.9% | +3.5% |
| 30D | +22.4% | -41.5% | +63.9% | +27.3% |
| 3M | +16.5% | -41.1% | +57.6% | +20.7% |
| 6M | +44.9% | -40.9% | +85.7% | +49.0% |
| YTD | +30.0% | -29.1% | +59.1% | +30.3% |
| 1Y | +59.1% | -33.5% | +92.6% | +59.9% |
| 3Y | +138.8% | +369.1% | -230.3% | +59.1% |
| All | +139.3% | +454.9% | -315.6% | +48.3% |
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