+0.3%
NOC vs CART
+49.3%
-49.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.3% |
| 7D | +4.8% | +1.3% | +3.6% | +4.9% |
| 30D | +11.0% | +19.2% | -8.1% | +11.7% |
| 3M | -3.8% | +17.6% | -21.3% | -3.3% |
| 6M | +0.6% | +47.4% | -46.7% | +2.6% |
| YTD | -2.3% | +30.9% | -33.2% | -4.1% |
| 1Y | +0.3% | +46.0% | -45.7% | -0.6% |
| All | +0.3% | +49.3% | -49.0% | -0.6% |
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