+114.6%
SU vs CART
+39.2%
+75.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -10.2% | +0.3% | -10.5% | -10.2% |
| 30D | -6.2% | +22.4% | -28.6% | -7.2% |
| 3M | +8.7% | +15.6% | -6.9% | +7.8% |
| 6M | +7.2% | +44.9% | -37.7% | +4.5% |
| YTD | +55.9% | +30.0% | +25.9% | +53.3% |
| 1Y | +60.4% | +56.6% | +3.8% | +55.1% |
| 3Y | +125.2% | +131.9% | -6.8% | +111.2% |
| All | +114.6% | +39.2% | +75.4% | +100.4% |
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 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