+144.2%
UAL vs CART
+37.6%
+106.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.1% | -4.2% |
| 7D | +5.0% | +1.2% | +3.8% | +4.9% |
| 30D | -1.2% | +27.1% | -28.3% | -5.1% |
| 3M | -16.8% | +27.4% | -44.2% | -20.2% |
| 6M | +18.0% | +32.1% | -14.2% | +12.0% |
| YTD | -1.2% | +28.5% | -29.7% | -6.1% |
| 1Y | +14.3% | +58.8% | -44.5% | +3.9% |
| 3Y | +194.6% | +114.8% | +79.8% | +153.7% |
| All | +144.2% | +37.6% | +106.6% | +115.9% |
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