-24.5%
NU vs CART
+60.1%
-84.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | +3.6% | +3.0% | +0.7% | +3.7% |
| 30D | -22.8% | +28.6% | -51.3% | -23.1% |
| 3M | -14.8% | +29.1% | -43.9% | -15.0% |
| 6M | -16.9% | +44.7% | -61.6% | -16.3% |
| YTD | -28.1% | +29.2% | -57.3% | -27.3% |
| 1Y | -24.5% | +66.2% | -90.7% | -25.4% |
| All | -24.5% | +60.1% | -84.6% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling