+158.8%
NTAP vs CART
+21.6%
+137.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.5% | +12.6% | -13.2% | -2.3% |
| 3M | +4.1% | +23.1% | -19.0% | +0.9% |
| 6M | +88.0% | +39.5% | +48.4% | +78.4% |
| YTD | +75.6% | +13.5% | +62.0% | +71.1% |
| 1Y | +58.9% | +14.9% | +44.0% | +54.1% |
| All | +158.8% | +21.6% | +137.2% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling