-49.7%
NRG vs CART
+61.3%
-111.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.6% | -15.1% | -13.4% |
| 7D | -13.7% | +1.4% | -15.1% | -13.6% |
| 30D | -13.6% | +29.7% | -43.2% | -12.2% |
| 3M | -28.5% | +29.7% | -58.2% | -27.3% |
| 6M | -45.8% | +36.8% | -82.6% | -44.3% |
| YTD | -46.9% | +31.7% | -78.6% | -46.5% |
| 1Y | -49.7% | +62.4% | -112.1% | -50.5% |
| All | -49.7% | +61.3% | -111.0% | -50.5% |
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