+59.7%
NFLX vs CART
+39.2%
+20.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | -10.0% | +22.4% | -32.4% | -11.7% |
| 3M | -17.1% | +15.6% | -32.7% | -18.2% |
| 6M | -27.7% | +44.9% | -72.6% | -30.0% |
| YTD | -32.5% | +30.0% | -62.5% | -34.4% |
| 1Y | -43.5% | +56.6% | -100.2% | -45.8% |
| 3Y | +41.4% | +131.9% | -90.5% | +36.5% |
| All | +59.7% | +39.2% | +20.5% | +52.7% |
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