+72.5%
CART vs NVS
+75.9%
-3.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +28.6% | +13.4% | +15.1% | +25.1% |
| 3M | +29.1% | +5.4% | +23.7% | +27.7% |
| 6M | +44.7% | +9.6% | +35.2% | +41.8% |
| YTD | +29.2% | +21.5% | +7.7% | +23.2% |
| 1Y | +66.2% | +32.3% | +33.8% | +55.0% |
| 3Y | +112.8% | +92.9% | +19.9% | +79.1% |
| All | +72.5% | +75.9% | -3.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling