+149.2%
UAL vs CART
+38.4%
+110.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.9% |
| 7D | +8.2% | +3.0% | +5.2% | +7.7% |
| 30D | +2.3% | +28.6% | -26.2% | -1.8% |
| 3M | -12.7% | +29.1% | -41.8% | -16.5% |
| 6M | +12.7% | +44.7% | -32.0% | +5.6% |
| YTD | +0.8% | +29.2% | -28.4% | -4.3% |
| 1Y | +17.8% | +66.2% | -48.4% | +6.1% |
| 3Y | +206.7% | +112.8% | +93.9% | +164.1% |
| All | +149.2% | +38.4% | +110.8% | +120.1% |
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