+32.9%
NEM vs CART
+54.8%
-21.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +1.1% | +23.1% | -22.0% | -1.0% |
| 3M | +1.3% | +19.2% | -17.9% | -0.6% |
| 6M | -1.4% | +45.7% | -47.1% | -5.3% |
| YTD | +19.4% | +30.9% | -11.5% | +15.0% |
| 1Y | +32.9% | +50.2% | -17.2% | +22.9% |
| All | +32.9% | +54.8% | -21.8% | +22.9% |
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 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