+82.5%
NUE vs CART
+14.4%
+68.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | +4.2% | +1.0% | +3.2% | +4.2% |
| 30D | -5.0% | +12.6% | -17.6% | -5.0% |
| 3M | -0.2% | +23.1% | -23.3% | -0.1% |
| 6M | +49.1% | +39.5% | +9.6% | +49.1% |
| YTD | +61.0% | +13.5% | +47.5% | +63.4% |
| 1Y | +82.5% | +14.9% | +67.7% | +83.6% |
| All | +82.5% | +14.4% | +68.1% | +83.6% |
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