-42.9%
NFLX vs CART
+51.1%
-94.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | -9.0% | +22.4% | -31.4% | -11.6% |
| 3M | -13.7% | +16.5% | -30.3% | -15.7% |
| 6M | -26.9% | +44.9% | -71.8% | -30.2% |
| YTD | -31.8% | +30.0% | -61.8% | -34.2% |
| All | -42.9% | +51.1% | -94.0% | -45.1% |
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 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