+121.5%
SU vs CART
+40.2%
+81.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.7% |
| 30D | -7.9% | +19.2% | -27.0% | -8.7% |
| 3M | +7.5% | +17.6% | -10.0% | +6.5% |
| 6M | +7.2% | +47.4% | -40.1% | +4.4% |
| YTD | +60.9% | +30.9% | +30.0% | +58.1% |
| 1Y | +63.6% | +46.0% | +17.7% | +59.2% |
| 3Y | +128.9% | +130.3% | -1.4% | +114.5% |
| All | +121.5% | +40.2% | +81.3% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling