-38.7%
NOW vs CART
+61.3%
-100.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | -27.5% | +1.4% | -28.9% | -27.7% |
| 30D | -20.0% | +29.7% | -49.7% | -30.3% |
| 3M | -7.9% | +29.7% | -37.6% | -20.2% |
| 6M | +18.3% | +36.8% | -18.5% | -0.9% |
| YTD | -29.0% | +31.7% | -60.6% | -42.4% |
| 1Y | -38.7% | +62.4% | -101.1% | -52.6% |
| All | -38.7% | +61.3% | -100.0% | -52.6% |
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