-98.9%
NVD vs CART
+38.4%
-137.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.3% |
| 7D | +16.8% | +3.0% | +13.9% | +18.0% |
| 30D | +54.3% | +28.6% | +25.8% | +67.5% |
| 3M | +24.3% | +29.1% | -4.8% | +35.9% |
| 6M | +0.6% | +44.7% | -44.1% | +15.2% |
| YTD | -27.7% | +29.2% | -56.9% | -21.0% |
| 1Y | -29.4% | +66.2% | -95.6% | -13.7% |
| 3Y | -98.8% | +112.8% | -211.6% | -98.3% |
| All | -98.9% | +38.4% | -137.3% | -98.4% |
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