+222.6%
NRG vs CART
+14.3%
+208.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.1% |
| 7D | +9.3% | -4.1% | +13.3% | +9.7% |
| 30D | +1.3% | -4.3% | +5.6% | +1.6% |
| 3M | -6.0% | +13.1% | -19.1% | -7.5% |
| 6M | -22.0% | +26.0% | -48.0% | -24.5% |
| YTD | -24.1% | +6.7% | -30.8% | -25.1% |
| 1Y | -18.0% | +6.3% | -24.3% | -19.4% |
| All | +222.6% | +14.3% | +208.4% | +195.0% |
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