-54.8%
NKE vs CART
+39.2%
-94.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.8% | +3.3% |
| 7D | +1.9% | +1.5% | +0.4% | +1.8% |
| 30D | +14.9% | +22.4% | -7.5% | +13.2% |
| 3M | -3.4% | +16.5% | -19.9% | -4.5% |
| 6M | -7.9% | +44.9% | -52.8% | -10.3% |
| YTD | -35.8% | +30.0% | -65.7% | -37.3% |
| 1Y | -32.6% | +59.1% | -91.6% | -35.1% |
| 3Y | -60.0% | +138.8% | -198.8% | -63.5% |
| All | -54.8% | +39.2% | -94.0% | -57.9% |
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