+121.9%
NOK vs CART
+39.2%
+82.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -20.4% | +22.4% | -42.8% | -21.7% |
| 3M | -9.6% | +15.6% | -25.3% | -10.9% |
| 6M | -35.6% | +44.9% | -80.6% | -38.2% |
| YTD | +27.5% | +30.0% | -2.5% | +23.3% |
| 1Y | +18.4% | +56.6% | -38.3% | +12.4% |
| 3Y | +151.8% | +131.9% | +19.9% | +114.8% |
| All | +121.9% | +39.2% | +82.7% | +90.0% |
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