+309.2%
NVDA vs CART
+112.9%
+196.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | -8.8% | +3.0% | -11.8% | -9.2% |
| 30D | -21.4% | +28.6% | -50.0% | -24.8% |
| 3M | -14.7% | +29.1% | -43.7% | -18.8% |
| 6M | -10.0% | +44.7% | -54.7% | -16.5% |
| YTD | +0.3% | +29.2% | -28.9% | -5.2% |
| 1Y | -0.5% | +66.2% | -66.7% | -12.0% |
| 3Y | +309.2% | +112.8% | +196.3% | +240.2% |
| All | +309.2% | +112.9% | +196.3% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling