+62.4%
CART vs USHY
+1.9%
+60.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | +29.7% | +0.7% | +29.0% | +28.6% |
| 3M | +29.7% | -2.2% | +31.9% | +33.4% |
| 6M | +36.8% | -0.9% | +37.6% | +39.6% |
| YTD | +31.7% | +0.2% | +31.5% | +34.7% |
| 1Y | +62.4% | +1.7% | +60.6% | +67.1% |
| All | +62.4% | +1.9% | +60.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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