+112.8%
CART vs URA
+36.0%
+76.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.1% |
| 7D | +3.0% | -4.1% | +7.1% | +3.4% |
| 30D | +28.6% | -19.0% | +47.6% | +31.1% |
| 3M | +29.1% | -25.1% | +54.2% | +32.4% |
| 6M | +44.7% | -44.5% | +89.2% | +53.1% |
| YTD | +29.2% | -24.3% | +53.5% | +29.4% |
| 1Y | +66.2% | -28.1% | +94.3% | +67.4% |
| 3Y | +112.8% | +40.7% | +72.1% | +81.0% |
| All | +112.8% | +36.0% | +76.9% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling