-39.2%
NKE vs CART
+47.6%
-86.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.5% |
| 3M | -5.8% | +20.7% | -26.5% | -7.1% |
| 6M | -9.1% | +49.7% | -58.8% | -11.5% |
| YTD | -39.2% | +30.0% | -69.2% | -42.0% |
| 1Y | -39.2% | +48.4% | -87.6% | -42.4% |
| All | -39.2% | +47.6% | -86.8% | -42.4% |
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