+66.5%
NUE vs CART
+40.2%
+26.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.5% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | -2.1% | +19.2% | -21.3% | -3.7% |
| 3M | -7.3% | +17.6% | -24.9% | -8.9% |
| 6M | +8.9% | +47.4% | -38.5% | +4.5% |
| YTD | +55.6% | +30.9% | +24.7% | +51.0% |
| 1Y | +74.7% | +46.0% | +28.7% | +66.8% |
| 3Y | +71.7% | +130.3% | -58.7% | +53.0% |
| All | +66.5% | +40.2% | +26.3% | +50.0% |
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