+60.0%
NFLX vs CART
+38.4%
+21.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | +2.1% | +3.0% | -0.8% | +1.9% |
| 30D | -9.0% | +28.6% | -37.6% | -11.1% |
| 3M | -14.0% | +29.1% | -43.0% | -15.9% |
| 6M | -28.2% | +44.7% | -72.9% | -30.5% |
| YTD | -32.4% | +29.2% | -61.6% | -34.2% |
| 1Y | -42.2% | +66.2% | -108.4% | -44.8% |
| 3Y | +45.9% | +112.8% | -67.0% | +40.4% |
| All | +60.0% | +38.4% | +21.7% | +53.1% |
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