+73.5%
CART vs URA
+45.1%
+28.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -0.1% |
| 7D | +1.5% | +4.3% | -2.8% | +1.0% |
| 30D | +22.4% | -11.7% | +34.1% | +23.9% |
| 3M | +16.5% | -23.5% | +40.1% | +19.6% |
| 6M | +44.9% | -37.8% | +82.6% | +52.1% |
| YTD | +30.0% | -19.6% | +49.6% | +29.4% |
| 1Y | +59.1% | -24.8% | +83.8% | +59.8% |
| 3Y | +138.8% | +47.0% | +91.8% | +90.3% |
| All | +73.5% | +45.1% | +28.4% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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