+238.2%
NEM vs CART
+112.9%
+125.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +13.4% | +3.0% | +10.5% | +13.0% |
| 30D | +6.5% | +28.6% | -22.1% | +2.8% |
| 3M | +14.9% | +29.1% | -14.1% | +10.7% |
| 6M | +5.5% | +44.7% | -39.2% | -0.2% |
| YTD | +21.9% | +29.2% | -7.3% | +16.3% |
| 1Y | +47.9% | +66.2% | -18.3% | +35.9% |
| 3Y | +238.2% | +112.8% | +125.4% | +192.8% |
| All | +238.2% | +112.9% | +125.3% | +192.8% |
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 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