-46.9%
NKE vs CART
+5.2%
-52.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.3% |
| 7D | -0.1% | -4.1% | +4.0% | +0.3% |
| 30D | -7.7% | -4.3% | -3.3% | -7.3% |
| 3M | -10.9% | +13.1% | -24.1% | -12.1% |
| 6M | -31.9% | +26.0% | -57.9% | -33.6% |
| YTD | -38.6% | +6.7% | -45.3% | -39.4% |
| 1Y | -46.9% | +6.3% | -53.2% | -48.2% |
| All | -46.9% | +5.2% | -52.2% | -48.2% |
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