+22.3%
NOK vs CART
+54.8%
-32.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | -14.7% | +23.1% | -37.8% | -15.6% |
| 3M | -10.6% | +19.2% | -29.8% | -11.6% |
| 6M | -39.4% | +45.7% | -85.0% | -42.2% |
| YTD | +30.4% | +30.9% | -0.4% | +25.3% |
| 1Y | +22.3% | +50.2% | -27.9% | +17.9% |
| All | +22.3% | +54.8% | -32.5% | +17.9% |
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