+46.5%
AUR vs CART
+38.4%
+8.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.9% | +9.2% |
| 7D | +1.1% | +3.0% | -1.8% | +0.1% |
| 30D | -22.9% | +28.6% | -51.5% | -29.2% |
| 3M | -35.0% | +29.1% | -64.0% | -40.9% |
| 6M | -39.3% | +44.7% | -84.1% | -47.5% |
| YTD | +14.8% | +29.2% | -14.4% | +2.2% |
| 1Y | +4.3% | +66.2% | -61.9% | -16.6% |
| 3Y | +125.0% | +112.8% | +12.2% | +47.2% |
| All | +46.5% | +38.4% | +8.1% | +2.0% |
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 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