+15.1%
NVTS vs CART
+38.4%
-23.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +9.0% | +9.4% |
| 7D | +1.5% | +3.0% | -1.4% | +1.0% |
| 30D | -23.8% | +28.6% | -52.4% | -28.5% |
| 3M | -30.6% | +29.1% | -59.6% | -35.2% |
| 6M | -48.4% | +44.7% | -93.1% | -53.5% |
| YTD | +20.6% | +29.2% | -8.6% | +11.4% |
| 1Y | -2.5% | +66.2% | -68.7% | -17.0% |
| 3Y | +44.0% | +112.8% | -68.8% | +4.5% |
| All | +15.1% | +38.4% | -23.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling