+83.4%
NU vs CART
+40.2%
+43.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.7% |
| 7D | +9.9% | +1.3% | +8.6% | +9.8% |
| 30D | -11.5% | +19.2% | -30.6% | -13.4% |
| 3M | -5.1% | +17.6% | -22.6% | -7.2% |
| 6M | +3.1% | +47.4% | -44.2% | -1.9% |
| YTD | -21.0% | +30.9% | -51.9% | -23.9% |
| 1Y | -15.2% | +46.0% | -61.2% | -19.8% |
| 3Y | +56.4% | +130.3% | -73.9% | +34.2% |
| All | +83.4% | +40.2% | +43.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling