-57.2%
NKE vs CART
+39.2%
-96.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -4.6% | +1.2% | -5.7% | -4.6% |
| 30D | +6.9% | +17.8% | -10.9% | +5.6% |
| 3M | -5.8% | +20.7% | -26.5% | -7.1% |
| 6M | -9.1% | +49.7% | -58.8% | -11.7% |
| YTD | -39.2% | +30.0% | -69.2% | -40.6% |
| 1Y | -39.2% | +48.4% | -87.6% | -41.3% |
| 3Y | -61.8% | +132.0% | -193.8% | -65.0% |
| All | -57.2% | +39.2% | -96.5% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling