+72.5%
CART vs NWSA
+35.5%
+37.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +3.0% | -9.4% | +12.4% | +6.2% |
| 30D | +28.6% | -7.8% | +36.3% | +31.7% |
| 3M | +29.1% | -10.8% | +39.8% | +33.6% |
| 6M | +44.7% | +1.0% | +43.7% | +42.4% |
| YTD | +29.2% | +1.8% | +27.4% | +26.3% |
| 1Y | +66.2% | +6.0% | +60.2% | +59.3% |
| 3Y | +112.8% | +24.6% | +88.3% | +73.7% |
| All | +72.5% | +35.5% | +37.0% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling