+135.8%
NTAP vs CART
+111.7%
+24.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.4% | -7.3% | -9.4% |
| 7D | -22.5% | +1.2% | -23.6% | -22.6% |
| 30D | -25.7% | +27.1% | -52.8% | -28.2% |
| 3M | -9.0% | +27.4% | -36.5% | -12.5% |
| 6M | +49.2% | +32.1% | +17.1% | +42.2% |
| YTD | +60.6% | +28.5% | +32.1% | +53.2% |
| 1Y | +48.7% | +58.8% | -10.1% | +36.6% |
| All | +135.8% | +111.7% | +24.1% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling