+1,031.9%
NBIS vs CART
+18.9%
+1,013.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.7% | +7.9% |
| 7D | +8.2% | +1.0% | +7.2% | +7.8% |
| 30D | +3.4% | +12.6% | -9.2% | -2.1% |
| 3M | -12.8% | +23.1% | -35.9% | -21.0% |
| 6M | +131.5% | +39.5% | +92.0% | +93.0% |
| YTD | +170.5% | +13.5% | +156.9% | +150.4% |
| 1Y | +248.8% | +14.9% | +233.9% | +215.4% |
| All | +1,031.9% | +18.9% | +1,013.1% | +824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling