+72.3%
NUE vs CART
+21.6%
+50.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.4% |
| 7D | +4.2% | +1.0% | +3.2% | +4.1% |
| 30D | -5.0% | +12.6% | -17.6% | -6.1% |
| 3M | -0.2% | +23.1% | -23.3% | -2.4% |
| 6M | +49.1% | +39.5% | +9.6% | +43.4% |
| YTD | +61.0% | +13.5% | +47.5% | +58.5% |
| 1Y | +82.5% | +14.9% | +67.7% | +78.7% |
| All | +72.3% | +21.6% | +50.7% | +57.5% |
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 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