-31.7%
NKE vs CART
+61.3%
-93.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.7% | +5.1% |
| 7D | +9.0% | +1.4% | +7.6% | +8.9% |
| 30D | +19.2% | +29.7% | -10.4% | +16.7% |
| 3M | -1.5% | +29.7% | -31.2% | -3.4% |
| 6M | -4.2% | +36.8% | -41.0% | -6.7% |
| YTD | -34.8% | +31.7% | -66.4% | -37.4% |
| 1Y | -31.7% | +62.4% | -94.1% | -39.0% |
| All | -31.7% | +61.3% | -93.0% | -39.0% |
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