+112.8%
CART vs USHY
+24.4%
+88.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.0% | -0.3% | +3.2% | +3.4% |
| 30D | +28.6% | 0.0% | +28.5% | +28.5% |
| 3M | +29.1% | -1.8% | +30.9% | +33.8% |
| 6M | +44.7% | -1.0% | +45.7% | +48.0% |
| YTD | +29.2% | +0.5% | +28.8% | +28.3% |
| 1Y | +66.2% | +1.9% | +64.3% | +60.2% |
| 3Y | +112.8% | +24.9% | +87.9% | +6.1% |
| All | +112.8% | +24.4% | +88.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling