+152.2%
NXT vs CART
+38.4%
+113.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.3% |
| 7D | +32.2% | +3.0% | +29.3% | +31.9% |
| 30D | +21.9% | +28.6% | -6.6% | +18.0% |
| 3M | +6.6% | +29.1% | -22.5% | +2.9% |
| 6M | -16.8% | +44.7% | -61.5% | -21.1% |
| YTD | +20.4% | +29.2% | -8.8% | +15.7% |
| 1Y | -1.5% | +66.2% | -67.7% | -10.4% |
| 3Y | +182.4% | +112.8% | +69.6% | +120.7% |
| All | +152.2% | +38.4% | +113.8% | +104.6% |
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