+137.9%
NOK vs CART
+112.9%
+25.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -10.5% | +3.0% | -13.5% | -10.7% |
| 30D | -27.9% | +28.6% | -56.4% | -29.3% |
| 3M | -18.8% | +29.1% | -47.8% | -20.8% |
| 6M | -41.9% | +44.7% | -86.6% | -44.2% |
| YTD | +18.4% | +29.2% | -10.8% | +14.7% |
| 1Y | +10.9% | +66.2% | -55.3% | +4.9% |
| 3Y | +137.9% | +112.8% | +25.1% | +103.0% |
| All | +137.9% | +112.9% | +25.0% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling