+47.0%
NFLX vs CART
+112.9%
-65.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.1% |
| 3M | -13.7% | +16.5% | -30.3% | -15.3% |
| 6M | -26.9% | +44.9% | -71.8% | -29.8% |
| YTD | -31.8% | +30.0% | -61.8% | -34.1% |
| 1Y | -42.1% | +59.1% | -101.1% | -45.1% |
| 3Y | +47.0% | +138.8% | -91.8% | +38.4% |
| All | +47.0% | +112.9% | -65.9% | +38.4% |
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