+62.0%
NUE vs CART
+38.4%
+23.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -10.6% | +3.0% | -13.5% | -10.8% |
| 30D | -0.6% | +28.6% | -29.2% | -2.9% |
| 3M | -9.7% | +29.1% | -38.8% | -12.1% |
| 6M | +5.1% | +44.7% | -39.6% | +1.0% |
| YTD | +51.4% | +29.2% | +22.2% | +47.1% |
| 1Y | +71.3% | +66.2% | +5.2% | +60.6% |
| 3Y | +66.8% | +112.8% | -46.0% | +49.7% |
| All | +62.0% | +38.4% | +23.7% | +46.1% |
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 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