-48.4%
NVTS vs CART
+35.4%
-83.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +9.0% | +9.4% |
| 7D | +1.5% | +3.0% | -1.4% | +1.2% |
| 30D | -23.8% | +28.6% | -52.4% | -28.0% |
| 3M | -30.6% | +29.1% | -59.6% | -36.1% |
| 6M | -48.4% | +44.7% | -93.1% | -54.3% |
| All | -48.4% | +35.4% | -83.8% | -54.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling