+136.4%
NTAP vs CART
+38.4%
+98.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -15.1% | +3.0% | -18.0% | -15.4% |
| 30D | -28.1% | +28.6% | -56.6% | -30.3% |
| 3M | -11.4% | +29.1% | -40.5% | -14.6% |
| 6M | +52.2% | +44.7% | +7.5% | +44.1% |
| YTD | +60.4% | +29.2% | +31.2% | +53.6% |
| 1Y | +51.0% | +66.2% | -15.2% | +39.2% |
| 3Y | +135.6% | +112.8% | +22.7% | +111.7% |
| All | +136.4% | +38.4% | +98.1% | +111.1% |
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