+72.7%
NEM vs CART
+14.4%
+58.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.3% | +1.0% | -0.8% | +0.2% |
| 30D | +23.1% | +12.6% | +10.5% | +21.2% |
| 3M | +18.5% | +23.1% | -4.6% | +15.5% |
| 6M | +7.8% | +39.5% | -31.8% | +1.9% |
| YTD | +29.1% | +13.5% | +15.6% | +25.6% |
| 1Y | +72.7% | +14.9% | +57.8% | +64.8% |
| All | +72.7% | +14.4% | +58.2% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling