-15.1%
NVO vs CART
+47.6%
-62.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +0.9% | +1.2% | -0.3% | +0.7% |
| 30D | +6.8% | +17.8% | -11.0% | +4.3% |
| 3M | -11.3% | +20.7% | -32.0% | -13.6% |
| 6M | -12.4% | +49.7% | -62.1% | -17.2% |
| YTD | -16.1% | +30.0% | -46.1% | -23.4% |
| 1Y | -15.1% | +48.4% | -63.5% | -20.9% |
| All | -15.1% | +47.6% | -62.6% | -20.9% |
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 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