+113.0%
NVTS vs CART
+14.4%
+98.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.4% |
| 7D | +2.7% | +1.0% | +1.6% | +2.6% |
| 30D | -4.5% | +12.6% | -17.1% | -5.8% |
| 3M | -61.5% | +23.1% | -84.6% | -62.2% |
| 6M | +28.0% | +39.5% | -11.6% | +27.1% |
| YTD | +65.3% | +13.5% | +51.7% | +62.8% |
| 1Y | +113.0% | +14.9% | +98.1% | +102.7% |
| All | +113.0% | +14.4% | +98.6% | +102.7% |
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 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