+155.9%
NTAP vs CART
+40.2%
+115.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -23.4% | +23.1% | -46.5% | -25.4% |
| 3M | -7.5% | +19.2% | -26.7% | -9.8% |
| 6M | +56.4% | +45.7% | +10.7% | +48.0% |
| YTD | +73.6% | +30.9% | +42.7% | +66.0% |
| 1Y | +68.4% | +50.2% | +18.2% | +57.6% |
| 3Y | +150.6% | +133.5% | +17.1% | +124.9% |
| All | +155.9% | +40.2% | +115.7% | +128.1% |
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