-44.0%
NVDL vs CART
+51.1%
-95.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -47.0% |
| 3M | -43.9% | +15.6% | -59.5% | -43.3% |
| 6M | -46.4% | +44.9% | -91.3% | -44.9% |
| YTD | -34.3% | +30.0% | -64.3% | -32.7% |
| 1Y | -44.0% | +56.6% | -100.6% | -39.0% |
| All | -44.0% | +51.1% | -95.1% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling