+72.5%
NUE vs CART
+39.2%
+33.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +6.1% | +1.2% | +4.9% | +6.0% |
| 30D | +2.7% | +17.8% | -15.0% | +1.1% |
| 3M | -3.8% | +20.7% | -24.5% | -5.7% |
| 6M | +14.0% | +49.7% | -35.7% | +9.2% |
| YTD | +61.2% | +30.0% | +31.2% | +56.5% |
| 1Y | +77.8% | +48.4% | +29.4% | +69.4% |
| 3Y | +78.2% | +132.0% | -53.8% | +58.7% |
| All | +72.5% | +39.2% | +33.2% | +55.5% |
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