+73.9%
NSC vs CART
+21.6%
+52.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -5.5% | +1.0% | -6.6% | -5.6% |
| 30D | -3.2% | +12.6% | -15.8% | -4.0% |
| 3M | +7.7% | +23.1% | -15.4% | +5.9% |
| 6M | +4.5% | +39.5% | -35.0% | +1.3% |
| YTD | +15.6% | +13.5% | +2.0% | +14.2% |
| 1Y | +19.8% | +14.9% | +5.0% | +17.9% |
| All | +73.9% | +21.6% | +52.3% | +58.6% |
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 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