+169.8%
NOK vs CART
+21.6%
+148.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +2.8% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | +4.7% | +12.6% | -7.9% | +3.2% |
| 3M | -39.7% | +23.1% | -62.8% | -41.1% |
| 6M | +23.1% | +39.5% | -16.5% | +18.3% |
| YTD | +55.0% | +13.5% | +41.5% | +51.8% |
| 1Y | +118.0% | +14.9% | +103.2% | +112.9% |
| All | +169.8% | +21.6% | +148.2% | +133.9% |
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 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