+86.9%
CART vs UMAC
+494.0%
-407.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | +1.0% | -0.9% | +2.0% | +1.1% |
| 30D | +12.6% | -7.7% | +20.3% | +12.6% |
| 3M | +23.1% | -26.4% | +49.6% | +23.2% |
| 6M | +39.5% | +61.9% | -22.3% | +38.7% |
| YTD | +13.5% | +86.5% | -73.0% | +12.6% |
| 1Y | +14.9% | +156.3% | -141.4% | +13.3% |
| All | +86.9% | +494.0% | -407.1% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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