+14.3%
UAL vs CART
+57.6%
-43.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.1% | -4.4% |
| 7D | +5.0% | +1.2% | +3.8% | +5.0% |
| 30D | -1.2% | +27.1% | -28.3% | -2.6% |
| 3M | -16.8% | +27.4% | -44.2% | -17.9% |
| 6M | +18.0% | +32.1% | -14.2% | +16.5% |
| YTD | -1.2% | +28.5% | -29.7% | -3.2% |
| 1Y | +14.3% | +58.8% | -44.5% | +8.2% |
| All | +14.3% | +57.6% | -43.3% | +8.2% |
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