+457.4%
NVDL vs CART
+38.4%
+419.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -18.2% | +3.0% | -21.1% | -18.8% |
| 30D | -40.1% | +28.6% | -68.6% | -44.7% |
| 3M | -31.9% | +29.1% | -61.0% | -37.7% |
| 6M | -29.3% | +44.7% | -74.0% | -38.2% |
| YTD | -19.2% | +29.2% | -48.4% | -27.4% |
| 1Y | -23.3% | +66.2% | -89.4% | -38.6% |
| 3Y | +427.9% | +112.8% | +315.0% | +300.6% |
| All | +457.4% | +38.4% | +419.0% | +315.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling