-30.2%
NVD vs CART
+61.3%
-91.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.5% |
| 7D | +15.0% | +1.4% | +13.6% | +15.0% |
| 30D | +39.3% | +29.7% | +9.6% | +38.4% |
| 3M | +3.1% | +29.7% | -26.6% | +2.6% |
| 6M | -19.0% | +36.8% | -55.8% | -19.0% |
| YTD | -35.5% | +31.7% | -67.2% | -37.5% |
| 1Y | -30.2% | +62.4% | -92.6% | -29.8% |
| All | -30.2% | +61.3% | -91.5% | -29.8% |
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