+735.2%
NVDL vs CART
+11.0%
+724.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.9% |
| 7D | -0.8% | -9.5% | +8.7% | +2.4% |
| 30D | +3.4% | -7.8% | +11.2% | +5.9% |
| 3M | +8.1% | +10.4% | -2.3% | +3.6% |
| 6M | +31.9% | +20.1% | +11.8% | +20.8% |
| YTD | +21.1% | +3.7% | +17.4% | +17.0% |
| 1Y | +34.0% | +2.6% | +31.5% | +28.7% |
| All | +735.2% | +11.0% | +724.2% | +568.7% |
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