+58.8%
CART vs URA
-35.1%
+93.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.8% | -2.4% |
| 7D | +1.2% | -13.3% | +14.5% | +1.3% |
| 30D | +27.1% | -25.9% | +53.0% | +27.3% |
| 3M | +27.4% | -27.8% | +55.2% | +27.5% |
| 6M | +32.1% | -42.8% | +75.0% | +32.5% |
| YTD | +28.5% | -27.5% | +56.0% | +26.9% |
| 1Y | +58.8% | -35.1% | +93.9% | +59.9% |
| All | +58.8% | -35.1% | +93.9% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling