+56.9%
NFLX vs CART
+40.2%
+16.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.1% |
| 30D | -11.9% | +19.2% | -31.1% | -13.3% |
| 3M | -20.6% | +17.6% | -38.1% | -21.8% |
| 6M | -29.0% | +47.4% | -76.4% | -31.4% |
| YTD | -33.7% | +30.9% | -64.6% | -35.6% |
| 1Y | -46.2% | +46.0% | -92.1% | -48.1% |
| 3Y | +39.8% | +130.3% | -90.5% | +34.7% |
| All | +56.9% | +40.2% | +16.7% | +49.9% |
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