+76.8%
NUE vs CART
+51.1%
+25.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.8% |
| 7D | -10.2% | +1.5% | -11.7% | -10.2% |
| 30D | -0.4% | +22.4% | -22.8% | +0.2% |
| 3M | -8.4% | +16.5% | -24.9% | -7.9% |
| 6M | +10.1% | +44.9% | -34.8% | +11.9% |
| YTD | +54.1% | +30.0% | +24.1% | +56.3% |
| All | +76.8% | +51.1% | +25.7% | +78.1% |
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