+122.1%
NDAQ vs CART
+39.2%
+82.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.6% |
| 30D | +16.2% | +17.8% | -1.6% | +14.1% |
| 3M | +14.0% | +20.7% | -6.7% | +11.5% |
| 6M | +22.3% | +49.7% | -27.5% | +16.6% |
| YTD | +13.0% | +30.0% | -17.0% | +8.7% |
| 1Y | +24.0% | +48.4% | -24.4% | +17.8% |
| 3Y | +117.1% | +132.0% | -14.9% | +95.6% |
| All | +122.1% | +39.2% | +82.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling