+364.0%
NVDL vs CART
+112.9%
+251.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.9% |
| 7D | -23.4% | +1.5% | -24.9% | -23.6% |
| 30D | -41.3% | +22.4% | -63.7% | -45.3% |
| 3M | -40.6% | +16.5% | -57.1% | -44.0% |
| 6M | -39.8% | +44.9% | -84.7% | -48.2% |
| YTD | -26.2% | +30.0% | -56.2% | -34.6% |
| 1Y | -30.0% | +59.1% | -89.1% | -44.4% |
| 3Y | +364.0% | +138.8% | +225.2% | +222.4% |
| All | +364.0% | +112.9% | +251.1% | +222.4% |
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