+122.7%
NOK vs CART
+39.2%
+83.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +11.0% | +1.2% | +9.8% | +10.9% |
| 30D | -16.0% | +17.8% | -33.8% | -17.2% |
| 3M | -19.8% | +20.7% | -40.5% | -21.2% |
| 6M | -37.1% | +49.7% | -86.8% | -39.9% |
| YTD | +28.0% | +30.0% | -2.0% | +23.8% |
| 1Y | +17.9% | +48.4% | -30.4% | +12.6% |
| 3Y | +152.7% | +132.0% | +20.7% | +115.5% |
| All | +122.7% | +39.2% | +83.5% | +90.7% |
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