+65.5%
NFLX vs CART
+37.6%
+27.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.0% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | -4.6% | +27.1% | -31.7% | -6.6% |
| 3M | -11.6% | +27.4% | -39.1% | -13.5% |
| 6M | -25.4% | +32.1% | -57.5% | -27.3% |
| YTD | -30.1% | +28.5% | -58.6% | -32.0% |
| 1Y | -40.3% | +58.8% | -99.1% | -42.8% |
| 3Y | +51.6% | +114.8% | -63.1% | +46.1% |
| All | +65.5% | +37.6% | +27.9% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling