+40.0%
NU vs CART
+133.8%
-93.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | -24.1% | +17.8% | -41.9% | -25.7% |
| 3M | -12.8% | +20.7% | -33.5% | -15.1% |
| 6M | -10.9% | +49.7% | -60.6% | -15.7% |
| YTD | -29.3% | +30.0% | -59.3% | -32.0% |
| 1Y | -26.9% | +48.4% | -75.3% | -31.4% |
| All | +40.0% | +133.8% | -93.8% | +14.8% |
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