+130.3%
CART vs NVS
+90.8%
+39.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | +19.2% | +9.3% | +9.9% | +17.1% |
| 3M | +17.6% | +5.8% | +11.8% | +16.3% |
| 6M | +47.4% | +7.2% | +40.2% | +45.3% |
| YTD | +30.9% | +20.0% | +10.9% | +25.6% |
| 1Y | +46.0% | +25.4% | +20.6% | +38.6% |
| 3Y | +130.3% | +89.2% | +41.1% | +106.6% |
| All | +130.3% | +90.8% | +39.5% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling