-5.0%
NXT vs CART
+54.8%
-59.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.8% |
| 30D | +18.5% | +23.1% | -4.5% | +20.5% |
| 3M | -4.1% | +19.2% | -23.3% | -2.8% |
| 6M | -20.3% | +45.7% | -66.0% | -16.4% |
| YTD | +15.5% | +30.9% | -15.4% | +23.0% |
| 1Y | -5.0% | +50.2% | -55.1% | -1.9% |
| All | -5.0% | +54.8% | -59.7% | -1.9% |
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