+38.4%
CART vs NVMI
+228.8%
-190.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.8% |
| 7D | -9.5% | +6.9% | -16.4% | -10.0% |
| 30D | -7.8% | -2.8% | -4.9% | -7.6% |
| 3M | +10.4% | -27.3% | +37.8% | +12.7% |
| 6M | +20.1% | -13.7% | +33.7% | +19.0% |
| YTD | +3.7% | +13.8% | -10.2% | -2.8% |
| 1Y | +2.6% | +34.9% | -32.3% | -7.5% |
| All | +38.4% | +228.8% | -190.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NVMI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling