+300.4%
NVDA vs CART
+40.2%
+260.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | -13.2% | -0.6% | -12.6% | -13.1% |
| 30D | -23.2% | +23.1% | -46.3% | -25.8% |
| 3M | -20.0% | +19.2% | -39.2% | -22.5% |
| 6M | -20.6% | +45.7% | -66.3% | -26.1% |
| YTD | -6.6% | +30.9% | -37.5% | -11.7% |
| 1Y | -9.8% | +50.2% | -60.0% | -17.4% |
| 3Y | +260.5% | +133.5% | +127.0% | +205.2% |
| All | +300.4% | +40.2% | +260.2% | +235.7% |
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