+196.2%
NEM vs CART
+39.2%
+157.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.8% |
| 7D | -5.9% | +1.2% | -7.1% | -6.0% |
| 30D | -2.6% | +17.8% | -20.3% | -4.7% |
| 3M | -4.2% | +20.7% | -24.9% | -6.8% |
| 6M | -5.5% | +49.7% | -55.2% | -10.9% |
| YTD | +13.5% | +30.0% | -16.5% | +8.3% |
| 1Y | +22.2% | +48.4% | -26.2% | +14.3% |
| 3Y | +249.0% | +132.0% | +117.0% | +199.2% |
| All | +196.2% | +39.2% | +157.0% | +160.1% |
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