+115.1%
SU vs CART
+14.3%
+100.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.2% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | +13.7% | -4.3% | +18.0% | +13.9% |
| 3M | +8.0% | +13.1% | -5.1% | +6.9% |
| 6M | +21.0% | +26.0% | -5.0% | +18.9% |
| YTD | +56.2% | +6.7% | +49.5% | +55.3% |
| 1Y | +72.2% | +6.3% | +65.9% | +70.8% |
| All | +115.1% | +14.3% | +100.8% | +103.0% |
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