+139.4%
NXT vs CART
+37.6%
+101.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -6.4% |
| 7D | +24.7% | +1.2% | +23.5% | +24.7% |
| 30D | +13.0% | +27.1% | -14.1% | +9.6% |
| 3M | -0.2% | +27.4% | -27.7% | -3.5% |
| 6M | -19.3% | +32.1% | -51.4% | -22.6% |
| YTD | +14.3% | +28.5% | -14.2% | +9.9% |
| 1Y | -11.0% | +58.8% | -69.8% | -18.2% |
| 3Y | +167.8% | +114.8% | +53.0% | +108.6% |
| All | +139.4% | +37.6% | +101.8% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling