-98.6%
NVD vs CART
+40.2%
-138.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +4.1% |
| 7D | +28.6% | +1.3% | +27.3% | +29.2% |
| 30D | +73.6% | +19.2% | +54.5% | +83.9% |
| 3M | +70.1% | +17.6% | +52.5% | +79.7% |
| 6M | +53.6% | +47.4% | +6.2% | +76.7% |
| YTD | -7.0% | +30.9% | -37.9% | +2.1% |
| 1Y | -9.0% | +46.0% | -55.0% | +4.9% |
| 3Y | -98.3% | +130.3% | -228.7% | -97.6% |
| All | -98.6% | +40.2% | -138.8% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling