+72.5%
NEE vs CART
+135.4%
-62.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | +9.5% | +23.1% | -13.6% | +9.3% |
| 3M | +1.0% | +19.2% | -18.1% | +0.8% |
| 6M | -8.0% | +45.7% | -53.7% | -8.2% |
| YTD | +9.4% | +30.9% | -21.4% | +9.4% |
| 1Y | +3.1% | +50.2% | -47.0% | +2.5% |
| All | +72.5% | +135.4% | -62.9% | +63.2% |
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 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