+214.8%
NEM vs CART
+37.6%
+177.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | +2.9% | +27.1% | -24.2% | -0.5% |
| 3M | +15.0% | +27.4% | -12.4% | +11.0% |
| 6M | +10.3% | +32.1% | -21.8% | +5.6% |
| YTD | +20.7% | +28.5% | -7.8% | +15.3% |
| 1Y | +48.0% | +58.8% | -10.8% | +37.1% |
| 3Y | +225.0% | +114.8% | +110.3% | +181.4% |
| All | +214.8% | +37.6% | +177.2% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling