+72.0%
SU vs CART
+3.4%
+68.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.7% |
| 7D | +1.6% | -9.5% | +11.1% | +1.6% |
| 30D | +10.7% | -7.8% | +18.5% | +10.7% |
| 3M | +13.5% | +10.4% | +3.1% | +13.0% |
| 6M | +21.8% | +20.1% | +1.8% | +21.5% |
| YTD | +58.8% | +3.7% | +55.2% | +60.7% |
| 1Y | +72.0% | +2.6% | +69.5% | +73.5% |
| All | +72.0% | +3.4% | +68.6% | +73.5% |
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