+275.3%
NVDA vs CART
+40.2%
+235.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -12.7% | +1.3% | -14.0% | -12.9% |
| 30D | -26.4% | +19.2% | -45.6% | -28.5% |
| 3M | -27.6% | +17.6% | -45.2% | -29.7% |
| 6M | -27.7% | +47.4% | -75.1% | -32.8% |
| YTD | -12.5% | +30.9% | -43.4% | -17.2% |
| 1Y | -12.6% | +46.0% | -58.6% | -19.5% |
| 3Y | +235.9% | +130.3% | +105.6% | +184.7% |
| All | +275.3% | +40.2% | +235.1% | +214.7% |
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 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