+6.4%
NI vs CART
+54.8%
-48.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +11.2% | +23.1% | -11.9% | +11.7% |
| 3M | +9.2% | +19.2% | -10.0% | +9.5% |
| 6M | -1.8% | +45.7% | -47.5% | -0.9% |
| YTD | +12.0% | +30.9% | -18.9% | +10.3% |
| 1Y | +6.4% | +50.2% | -43.7% | +5.0% |
| All | +6.4% | +54.8% | -48.3% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling