+20.1%
NXPI vs CART
+21.6%
-1.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | -1.4% | +12.6% | -14.0% | -3.2% |
| 3M | -29.1% | +23.1% | -52.2% | -31.4% |
| 6M | +6.2% | +39.5% | -33.3% | 0.0% |
| YTD | +5.9% | +13.5% | -7.7% | +3.1% |
| 1Y | +2.9% | +14.9% | -12.0% | -0.5% |
| All | +20.1% | +21.6% | -1.5% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling