+70.7%
NEE vs CART
+135.4%
-64.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -2.1% | +1.3% | -3.4% | -2.1% |
| 30D | +8.6% | +19.2% | -10.6% | +8.4% |
| 3M | -0.3% | +17.6% | -17.8% | -0.5% |
| 6M | -8.9% | +47.4% | -56.3% | -9.2% |
| YTD | +8.3% | +30.9% | -22.5% | +8.3% |
| 1Y | +4.3% | +46.0% | -41.7% | +3.7% |
| 3Y | +70.7% | +130.3% | -59.6% | +61.5% |
| All | +70.7% | +135.4% | -64.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling