+289.2%
NVDA vs CART
+39.2%
+250.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -18.3% | +0.3% | -18.6% | -18.3% |
| 30D | -26.3% | +22.4% | -48.8% | -28.8% |
| 3M | -22.3% | +15.6% | -37.9% | -24.3% |
| 6M | -21.3% | +44.9% | -66.2% | -26.7% |
| YTD | -9.2% | +30.0% | -39.2% | -14.0% |
| 1Y | -14.9% | +56.6% | -71.6% | -22.9% |
| 3Y | +250.5% | +131.9% | +118.5% | +197.0% |
| All | +289.2% | +39.2% | +250.0% | +226.7% |
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