+29.4%
NXPI vs CART
+37.6%
-8.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | +6.2% | +27.4% | -21.2% | +2.4% |
| 6M | -15.7% | +32.1% | -47.9% | -19.6% |
| YTD | +14.1% | +28.5% | -14.4% | +9.0% |
| 1Y | +18.2% | +58.8% | -40.6% | +8.5% |
| 3Y | +42.0% | +114.8% | -72.8% | +20.1% |
| All | +29.4% | +37.6% | -8.2% | +11.2% |
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 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