+64.9%
NUE vs CART
+39.2%
+25.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | -10.2% | +1.5% | -11.7% | -10.3% |
| 30D | -0.4% | +22.4% | -22.8% | -2.3% |
| 3M | -8.4% | +16.5% | -24.9% | -9.8% |
| 6M | +10.1% | +44.9% | -34.8% | +5.8% |
| YTD | +54.1% | +30.0% | +24.1% | +49.6% |
| 1Y | +74.7% | +59.1% | +15.7% | +64.9% |
| 3Y | +72.0% | +138.8% | -66.8% | +52.6% |
| All | +64.9% | +39.2% | +25.7% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling