+40.4%
NXPI vs CART
+40.2%
+0.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +6.8% | +1.3% | +5.5% | +6.6% |
| 30D | +20.0% | +19.2% | +0.9% | +17.1% |
| 3M | +14.8% | +17.6% | -2.7% | +12.1% |
| 6M | -10.5% | +47.4% | -57.8% | -15.8% |
| YTD | +23.7% | +30.9% | -7.1% | +18.0% |
| 1Y | +34.1% | +46.0% | -11.9% | +25.2% |
| 3Y | +51.2% | +130.3% | -79.1% | +27.1% |
| All | +40.4% | +40.2% | +0.2% | +20.2% |
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 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