+40.6%
NEE vs CART
+38.4%
+2.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +3.9% | +3.0% | +0.9% | +3.7% |
| 30D | +12.8% | +28.6% | -15.7% | +11.5% |
| 3M | +3.6% | +29.1% | -25.5% | +2.3% |
| 6M | -7.5% | +44.7% | -52.2% | -9.2% |
| YTD | +10.7% | +29.2% | -18.5% | +9.3% |
| 1Y | +9.1% | +66.2% | -57.1% | +5.3% |
| 3Y | +61.0% | +112.8% | -51.8% | +43.4% |
| All | +40.6% | +38.4% | +2.3% | +29.9% |
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