+72.5%
CART vs SPXU
-78.3%
+150.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.4% |
| 7D | +3.0% | +7.6% | -4.6% | +5.2% |
| 30D | +28.6% | +17.5% | +11.0% | +34.6% |
| 3M | +29.1% | +14.7% | +14.4% | +34.7% |
| 6M | +44.7% | -0.1% | +44.8% | +46.5% |
| YTD | +29.2% | -19.8% | +49.0% | +24.3% |
| 1Y | +66.2% | -23.7% | +89.9% | +57.8% |
| 3Y | +112.8% | -79.5% | +192.3% | +32.9% |
| All | +72.5% | -78.3% | +150.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling