+74.7%
CART vs SPXU
-80.0%
+154.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +1.0% |
| 7D | +1.3% | -7.6% | +8.9% | -0.7% |
| 30D | +19.2% | +5.3% | +13.8% | +21.3% |
| 3M | +17.6% | +9.6% | +7.9% | +21.3% |
| 6M | +47.4% | -4.5% | +51.9% | +47.5% |
| YTD | +30.9% | -25.9% | +56.8% | +23.5% |
| 1Y | +46.0% | -28.9% | +74.8% | +36.3% |
| 3Y | +130.3% | -80.5% | +210.8% | +42.9% |
| All | +74.7% | -80.0% | +154.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling