+31.5%
NXPI vs CART
+38.4%
-6.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -4.4% | +3.0% | -7.3% | -4.7% |
| 30D | +5.6% | +28.6% | -23.0% | +1.9% |
| 3M | +7.6% | +29.1% | -21.5% | +3.5% |
| 6M | -17.6% | +44.7% | -62.3% | -22.3% |
| YTD | +15.9% | +29.2% | -13.3% | +10.7% |
| 1Y | +22.4% | +66.2% | -43.8% | +11.5% |
| 3Y | +43.2% | +112.8% | -69.6% | +21.2% |
| All | +31.5% | +38.4% | -6.9% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling