-23.3%
NRG vs CART
+3.4%
-26.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.7% | -3.6% |
| 7D | +3.9% | -9.5% | +13.3% | +3.8% |
| 30D | -3.0% | -7.8% | +4.8% | -3.0% |
| 3M | -10.9% | +10.4% | -21.3% | -11.0% |
| 6M | -25.3% | +20.1% | -45.3% | -25.4% |
| YTD | -26.8% | +3.7% | -30.5% | -26.0% |
| 1Y | -23.3% | +2.6% | -25.9% | -21.8% |
| All | -23.3% | +3.4% | -26.7% | -21.8% |
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