+20.9%
NVTS vs CART
+48.3%
-27.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -5.0% |
| 7D | +21.6% | +1.2% | +20.4% | +21.5% |
| 30D | -8.5% | +17.8% | -26.3% | -10.0% |
| 3M | -31.4% | +20.7% | -52.1% | -32.9% |
| 6M | -50.3% | +49.7% | -100.1% | -52.9% |
| YTD | +33.9% | +30.0% | +3.9% | +28.6% |
| All | +20.9% | +48.3% | -27.4% | +16.2% |
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