+10.4%
NVTS vs CART
+54.8%
-44.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.3% |
| 7D | +7.9% | -0.6% | +8.5% | +8.1% |
| 30D | +0.8% | +23.1% | -22.3% | -1.1% |
| 3M | -26.0% | +19.2% | -45.2% | -27.3% |
| 6M | -55.5% | +45.7% | -101.2% | -57.2% |
| YTD | +41.0% | +30.9% | +10.2% | +33.5% |
| 1Y | +10.4% | +50.2% | -39.8% | +6.6% |
| All | +10.4% | +54.8% | -44.4% | +6.6% |
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