+113.7%
SU vs CART
+39.2%
+74.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -10.6% | +1.5% | -12.1% | -10.6% |
| 30D | -6.6% | +22.4% | -29.0% | -7.6% |
| 3M | +12.9% | +16.5% | -3.6% | +11.9% |
| 6M | +6.7% | +44.9% | -38.1% | +4.1% |
| YTD | +55.2% | +30.0% | +25.2% | +52.6% |
| 1Y | +61.5% | +59.1% | +2.5% | +56.0% |
| 3Y | +128.7% | +138.8% | -10.1% | +114.7% |
| All | +113.7% | +39.2% | +74.5% | +99.5% |
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 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