+41.0%
NXPI vs CART
+111.7%
-70.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.4% | -5.4% | -7.4% |
| 7D | -8.1% | +1.2% | -9.3% | -8.2% |
| 30D | 0.0% | +27.1% | -27.1% | -3.5% |
| 3M | +6.2% | +27.4% | -21.2% | +2.2% |
| 6M | -15.7% | +32.1% | -47.9% | -19.8% |
| YTD | +14.1% | +28.5% | -14.4% | +8.8% |
| 1Y | +18.2% | +58.8% | -40.6% | +7.9% |
| All | +41.0% | +111.7% | -70.7% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling