-48.0%
NVO vs CART
+11.0%
-59.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | -4.7% | -9.5% | +4.8% | -3.7% |
| 30D | -5.4% | -7.8% | +2.3% | -4.6% |
| 3M | +7.0% | +10.4% | -3.4% | +5.8% |
| 6M | +17.6% | +20.1% | -2.4% | +14.9% |
| YTD | -8.0% | +3.7% | -11.7% | -9.2% |
| 1Y | -13.8% | +2.6% | -16.4% | -15.2% |
| All | -48.0% | +11.0% | -59.1% | -50.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling