+32.3%
NOC vs CART
+39.2%
-6.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +14.1% | +22.4% | -8.3% | +14.3% |
| 3M | -4.6% | +15.6% | -20.3% | -4.6% |
| 6M | +0.7% | +44.9% | -44.2% | +1.0% |
| YTD | -2.6% | +30.0% | -32.6% | -2.3% |
| 1Y | -1.0% | +56.6% | -57.6% | -0.8% |
| 3Y | +24.5% | +131.9% | -107.4% | +28.9% |
| All | +32.3% | +39.2% | -6.9% | +32.5% |
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