+64.9%
NI vs CART
+21.6%
+43.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | +2.0% | +1.0% | +1.0% | +2.0% |
| 30D | -3.5% | +12.6% | -16.2% | -4.0% |
| 3M | -9.1% | +23.1% | -32.2% | -10.0% |
| 6M | -11.8% | +39.5% | -51.4% | -13.4% |
| YTD | +1.1% | +13.5% | -12.4% | +0.3% |
| 1Y | +6.7% | +14.9% | -8.2% | +5.6% |
| All | +64.9% | +21.6% | +43.3% | +57.1% |
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