+68.8%
NSC vs CART
+38.4%
+30.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -6.6% | +3.0% | -9.6% | -6.8% |
| 30D | +2.2% | +28.6% | -26.4% | +0.5% |
| 3M | -6.2% | +29.1% | -35.3% | -7.9% |
| 6M | +1.7% | +44.7% | -43.0% | -1.3% |
| YTD | +12.2% | +29.2% | -17.0% | +9.9% |
| 1Y | +15.4% | +66.2% | -50.7% | +9.8% |
| 3Y | +73.3% | +112.8% | -39.5% | +54.9% |
| All | +68.8% | +38.4% | +30.5% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling