+75.7%
CART vs SUI
+11.9%
+63.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +0.6% |
| 7D | +1.4% | +10.0% | -8.7% | -0.5% |
| 30D | +29.7% | +8.4% | +21.3% | +27.7% |
| 3M | +29.7% | +0.7% | +29.1% | +29.4% |
| 6M | +36.8% | -0.9% | +37.7% | +36.6% |
| YTD | +31.7% | +0.6% | +31.0% | +30.9% |
| 1Y | +62.4% | +0.8% | +61.6% | +61.4% |
| 3Y | +120.1% | +15.5% | +104.6% | +104.6% |
| All | +75.7% | +11.9% | +63.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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