+86.2%
SU vs CART
+61.3%
+24.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.5% |
| 7D | -7.1% | +1.4% | -8.5% | -7.0% |
| 30D | +4.8% | +29.7% | -24.9% | +5.9% |
| 3M | +12.5% | +29.7% | -17.2% | +13.7% |
| 6M | +6.5% | +36.8% | -30.3% | +7.5% |
| YTD | +65.8% | +31.7% | +34.1% | +68.6% |
| 1Y | +86.2% | +62.4% | +23.8% | +83.4% |
| All | +86.2% | +61.3% | +24.8% | +83.4% |
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 · 6 months rolling