+96.5%
CART vs NVDX
+833.4%
-736.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -5.7% |
| 7D | -4.1% | +7.3% | -11.4% | -4.6% |
| 30D | -4.3% | -0.9% | -3.4% | -4.5% |
| 3M | +13.1% | +8.4% | +4.7% | +11.7% |
| 6M | +26.0% | +38.2% | -12.1% | +20.8% |
| YTD | +6.7% | +19.3% | -12.6% | +3.1% |
| 1Y | +6.3% | +33.3% | -27.0% | +0.7% |
| All | +96.5% | +833.4% | -736.9% | +17.3% |
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