+73.5%
CART vs SPXU
-80.2%
+153.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.4% |
| 7D | +1.2% | -9.4% | +10.6% | -1.3% |
| 30D | +17.8% | +7.4% | +10.3% | +20.6% |
| 3M | +20.7% | +6.2% | +14.5% | +23.5% |
| 6M | +49.7% | -7.2% | +56.9% | +48.8% |
| YTD | +30.0% | -26.8% | +56.8% | +22.3% |
| 1Y | +48.4% | -26.3% | +74.7% | +40.1% |
| 3Y | +132.0% | -80.6% | +212.6% | +43.8% |
| All | +73.5% | -80.2% | +153.7% | +3.0% |
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 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