+131.9%
CART vs NWSA
+30.9%
+101.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.3% | -9.7% | +9.9% | +3.3% |
| 30D | +22.4% | -8.6% | +31.0% | +25.6% |
| 3M | +15.6% | -6.3% | +21.9% | +17.7% |
| 6M | +44.9% | -1.2% | +46.1% | +44.1% |
| YTD | +30.0% | +2.6% | +27.3% | +27.0% |
| 1Y | +56.6% | 0.0% | +56.6% | +54.5% |
| 3Y | +131.9% | +30.1% | +101.9% | +85.2% |
| All | +131.9% | +30.9% | +101.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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