+117.8%
SU vs CART
+38.4%
+79.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -13.4% | +3.0% | -16.4% | -13.6% |
| 30D | +0.9% | +28.6% | -27.7% | -0.4% |
| 3M | +12.8% | +29.1% | -16.3% | +11.0% |
| 6M | +8.3% | +44.7% | -36.4% | +5.5% |
| YTD | +58.2% | +29.2% | +29.0% | +55.6% |
| 1Y | +67.1% | +66.2% | +1.0% | +60.7% |
| 3Y | +125.6% | +112.8% | +12.8% | +111.0% |
| All | +117.8% | +38.4% | +79.4% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling