+39.1%
NEE vs CART
+40.2%
-1.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | +9.5% | +23.1% | -13.6% | +8.5% |
| 3M | +1.0% | +19.2% | -18.1% | +0.2% |
| 6M | -8.0% | +45.7% | -53.7% | -9.7% |
| YTD | +9.4% | +30.9% | -21.4% | +8.0% |
| 1Y | +3.1% | +50.2% | -47.0% | +0.5% |
| 3Y | +70.5% | +133.5% | -63.0% | +48.7% |
| All | +39.1% | +40.2% | -1.1% | +28.4% |
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