-18.6%
NRG vs CART
+14.4%
-33.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +6.4% |
| 7D | +7.1% | +1.0% | +6.1% | +7.1% |
| 30D | -1.4% | +12.6% | -14.0% | -1.5% |
| 3M | -10.5% | +23.1% | -33.6% | -10.6% |
| 6M | -26.7% | +39.5% | -66.3% | -27.3% |
| YTD | -24.5% | +13.5% | -38.1% | -23.6% |
| 1Y | -18.6% | +14.9% | -33.4% | -17.2% |
| All | -18.6% | +14.4% | -33.0% | -17.2% |
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