-3.0%
NXT vs CART
+47.6%
-50.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -7.0% |
| 7D | -6.0% | +1.2% | -7.2% | -6.0% |
| 30D | +5.4% | +17.8% | -12.3% | +6.8% |
| 3M | -9.7% | +20.7% | -30.4% | -8.3% |
| 6M | -25.3% | +49.7% | -75.1% | -21.2% |
| YTD | +7.5% | +30.0% | -22.6% | +14.8% |
| 1Y | -3.0% | +48.4% | -51.4% | -0.2% |
| All | -3.0% | +47.6% | -50.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling