+1,119.4%
NBIS vs CART
+11.7%
+1,107.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.0% | +13.7% | +9.7% |
| 7D | +22.2% | -4.1% | +26.3% | +23.5% |
| 30D | +29.7% | -4.3% | +34.1% | +30.5% |
| 3M | +11.9% | +13.1% | -1.3% | +4.3% |
| 6M | +173.0% | +26.0% | +147.0% | +137.1% |
| YTD | +191.4% | +6.7% | +184.6% | +174.6% |
| 1Y | +280.7% | +6.3% | +274.4% | +254.6% |
| All | +1,119.4% | +11.7% | +1,107.7% | +913.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling