-61.3%
NVD vs CART
+5.2%
-66.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.0% | +9.9% | +3.8% |
| 7D | -7.7% | -4.1% | -3.6% | -7.7% |
| 30D | -5.8% | -4.3% | -1.5% | -5.9% |
| 3M | -23.2% | +13.1% | -36.3% | -23.1% |
| 6M | -49.7% | +26.0% | -75.7% | -49.4% |
| YTD | -47.7% | +6.7% | -54.4% | -48.6% |
| 1Y | -61.3% | +6.3% | -67.6% | -62.0% |
| All | -61.3% | +5.2% | -66.6% | -62.0% |
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 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