+353.2%
NVDL vs CART
+39.2%
+314.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | 0.0% | -10.9% | -10.9% |
| 7D | -34.5% | +0.3% | -34.8% | -34.5% |
| 30D | -47.7% | +22.4% | -70.1% | -50.9% |
| 3M | -43.9% | +15.6% | -59.5% | -46.7% |
| 6M | -46.4% | +44.9% | -91.3% | -53.1% |
| YTD | -34.3% | +30.0% | -64.3% | -41.1% |
| 1Y | -44.0% | +56.6% | -100.6% | -54.0% |
| 3Y | +295.7% | +131.9% | +163.8% | +198.5% |
| All | +353.2% | +39.2% | +314.0% | +236.8% |
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