+750.5%
NVDL vs CART
+14.3%
+736.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -2.1% |
| 7D | +7.3% | -4.1% | +11.4% | +8.8% |
| 30D | -0.7% | -4.3% | +3.6% | +0.5% |
| 3M | +9.5% | +13.1% | -3.7% | +4.1% |
| 6M | +41.6% | +26.0% | +15.6% | +27.6% |
| YTD | +23.3% | +6.7% | +16.6% | +18.1% |
| 1Y | +40.3% | +6.3% | +34.0% | +33.1% |
| All | +750.5% | +14.3% | +736.2% | +574.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling