+24.2%
NOC vs CART
+21.6%
+2.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.5% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -7.2% | +12.6% | -19.8% | -7.1% |
| 3M | -5.1% | +23.1% | -28.2% | -4.9% |
| 6M | -31.1% | +39.5% | -70.6% | -30.8% |
| YTD | -8.6% | +13.5% | -22.1% | -8.4% |
| 1Y | -9.7% | +14.9% | -24.6% | -9.5% |
| All | +24.2% | +21.6% | +2.6% | +24.3% |
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