+161.6%
UAL vs CART
+40.2%
+121.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +2.3% | -0.6% | +2.8% | +2.4% |
| 30D | +13.3% | +23.1% | -9.7% | +9.5% |
| 3M | -6.3% | +19.2% | -25.5% | -9.1% |
| 6M | +22.5% | +45.7% | -23.2% | +14.8% |
| YTD | +5.9% | +30.9% | -25.0% | +0.3% |
| 1Y | +24.7% | +50.2% | -25.5% | +14.7% |
| 3Y | +211.6% | +133.5% | +78.1% | +167.1% |
| All | +161.6% | +40.2% | +121.5% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling