-98.8%
NVD vs CART
+39.2%
-138.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.9% |
| 7D | +23.8% | +1.5% | +22.3% | +24.5% |
| 30D | +57.0% | +22.4% | +34.6% | +67.8% |
| 3M | +41.6% | +16.5% | +25.0% | +49.1% |
| 6M | +17.6% | +44.9% | -27.3% | +34.6% |
| YTD | -21.4% | +30.0% | -51.4% | -14.0% |
| 1Y | -23.3% | +59.1% | -82.3% | -8.1% |
| 3Y | -98.7% | +138.8% | -237.5% | -98.1% |
| All | -98.8% | +39.2% | -138.0% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling