+71.5%
CART vs URA
+30.9%
+40.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.8% | -1.8% |
| 7D | +1.2% | -13.3% | +14.5% | +2.7% |
| 30D | +27.1% | -25.9% | +53.0% | +31.2% |
| 3M | +27.4% | -27.8% | +55.2% | +31.6% |
| 6M | +32.1% | -42.8% | +75.0% | +39.8% |
| YTD | +28.5% | -27.5% | +56.0% | +29.4% |
| 1Y | +58.8% | -35.1% | +93.9% | +62.8% |
| 3Y | +114.8% | +31.1% | +83.7% | +74.3% |
| All | +71.5% | +30.9% | +40.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling