+35.8%
NXPI vs CART
+39.2%
-3.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.5% |
| 30D | +12.7% | +22.4% | -9.7% | +9.5% |
| 3M | +7.5% | +16.5% | -9.1% | +5.0% |
| 6M | -12.3% | +44.9% | -57.2% | -17.4% |
| YTD | +19.7% | +30.0% | -10.3% | +14.2% |
| 1Y | +27.6% | +59.1% | -31.5% | +17.2% |
| 3Y | +50.0% | +138.8% | -88.9% | +25.6% |
| All | +35.8% | +39.2% | -3.4% | +16.4% |
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 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