-66.7%
SKUU vs CART
+21.9%
-88.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.4% |
| 7D | +5.2% | +1.3% | +4.0% | +5.9% |
| 30D | -27.4% | +19.2% | -46.6% | -17.4% |
| 3M | -47.2% | +17.6% | -64.8% | -40.5% |
| All | -66.7% | +21.9% | -88.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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 · Available span rolling