+72.5%
CART vs NVMI
+175.4%
-103.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.7% | -11.2% | -0.3% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +28.6% | -17.1% | +45.7% | +30.2% |
| 3M | +29.1% | -17.9% | +46.9% | +30.6% |
| 6M | +44.7% | -41.4% | +86.1% | +49.6% |
| YTD | +29.2% | -4.6% | +33.8% | +22.5% |
| 1Y | +66.2% | -0.3% | +66.4% | +55.8% |
| 3Y | +112.8% | +214.5% | -101.7% | +50.3% |
| All | +72.5% | +175.4% | -103.0% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling