+128.4%
NXT vs CART
+40.2%
+88.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.4% |
| 7D | -9.4% | +1.3% | -10.7% | -9.6% |
| 30D | +15.1% | +19.2% | -4.1% | +12.5% |
| 3M | -9.1% | +17.6% | -26.7% | -11.1% |
| 6M | -30.3% | +47.4% | -77.7% | -34.1% |
| YTD | +9.1% | +30.9% | -21.8% | +4.7% |
| 1Y | +7.9% | +46.0% | -38.1% | +1.1% |
| 3Y | +176.5% | +130.3% | +46.2% | +111.4% |
| All | +128.4% | +40.2% | +88.3% | +85.0% |
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