+73.8%
NSC vs CART
+39.2%
+34.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | +0.3% | -3.7% | -3.4% |
| 30D | +3.6% | +22.4% | -18.8% | +2.2% |
| 3M | -1.4% | +15.6% | -17.0% | -2.4% |
| 6M | +6.0% | +44.9% | -39.0% | +2.9% |
| YTD | +15.5% | +30.0% | -14.5% | +13.0% |
| 1Y | +16.2% | +56.6% | -40.4% | +11.3% |
| 3Y | +76.9% | +131.9% | -55.0% | +57.3% |
| All | +73.8% | +39.2% | +34.6% | +57.0% |
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