+109.0%
CART vs NVDX
+871.3%
-762.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +1.0% | +11.6% | -10.6% | +0.2% |
| 30D | +12.6% | +7.5% | +5.1% | +11.7% |
| 3M | +23.1% | +2.1% | +21.0% | +22.1% |
| 6M | +39.5% | +35.5% | +4.0% | +34.0% |
| YTD | +13.5% | +24.1% | -10.6% | +9.4% |
| 1Y | +14.9% | +33.0% | -18.1% | +8.9% |
| All | +109.0% | +871.3% | -762.3% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling