+71.4%
NU vs CART
+39.2%
+32.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.7% |
| 7D | +6.4% | +1.5% | +4.9% | +6.2% |
| 30D | -23.3% | +22.4% | -45.7% | -25.3% |
| 3M | -10.7% | +16.5% | -27.2% | -12.6% |
| 6M | -10.4% | +44.9% | -55.3% | -14.6% |
| YTD | -26.2% | +30.0% | -56.1% | -28.8% |
| 1Y | -22.1% | +59.1% | -81.2% | -27.3% |
| 3Y | +49.6% | +138.8% | -89.2% | +28.1% |
| All | +71.4% | +39.2% | +32.2% | +54.5% |
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