+139.3%
NRG vs CART
+38.4%
+100.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.6% |
| 7D | -7.6% | +3.0% | -10.6% | -7.9% |
| 30D | -18.3% | +28.6% | -46.9% | -20.4% |
| 3M | -25.5% | +29.1% | -54.5% | -27.6% |
| 6M | -40.9% | +44.7% | -85.6% | -43.5% |
| YTD | -43.7% | +29.2% | -72.9% | -45.6% |
| 1Y | -47.3% | +66.2% | -113.5% | -51.1% |
| 3Y | +103.2% | +112.8% | -9.6% | +85.7% |
| All | +139.3% | +38.4% | +100.9% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling