+152.1%
NXT vs CART
+39.2%
+112.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +15.1% | +1.5% | +13.6% | +14.9% |
| 30D | +21.8% | +22.4% | -0.6% | +18.7% |
| 3M | +1.6% | +16.5% | -14.9% | -0.6% |
| 6M | -16.7% | +44.9% | -61.6% | -21.0% |
| YTD | +20.4% | +30.0% | -9.6% | +15.6% |
| 1Y | +0.2% | +59.1% | -58.8% | -7.8% |
| 3Y | +208.7% | +138.8% | +69.9% | +133.2% |
| All | +152.1% | +39.2% | +112.9% | +104.4% |
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