-45.8%
NFLX vs CART
+47.6%
-93.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -4.4% | +1.2% | -5.6% | -4.5% |
| 30D | -11.0% | +17.8% | -28.8% | -13.0% |
| 3M | -15.5% | +20.7% | -36.2% | -17.7% |
| 6M | -28.5% | +49.7% | -78.2% | -31.8% |
| YTD | -33.1% | +30.0% | -63.2% | -35.7% |
| 1Y | -45.8% | +48.4% | -94.2% | -49.2% |
| All | -45.8% | +47.6% | -93.4% | -49.2% |
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