-35.1%
NRG vs CART
+44.8%
-79.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.7% |
| 7D | -7.6% | +3.0% | -10.6% | -7.4% |
| 30D | -18.3% | +28.6% | -46.9% | -16.3% |
| 3M | -25.5% | +29.1% | -54.5% | -23.3% |
| All | -35.1% | +44.8% | -79.9% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling