+35.8%
UBER vs CART
+137.8%
-102.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -2.0% | +22.4% | -24.5% | -6.5% |
| 3M | -10.2% | +15.6% | -25.9% | -13.3% |
| 6M | -7.2% | +44.9% | -52.1% | -14.6% |
| YTD | -14.3% | +30.0% | -44.3% | -19.9% |
| 1Y | -25.6% | +56.6% | -82.2% | -33.4% |
| 3Y | +35.8% | +131.9% | -96.1% | +17.5% |
| All | +35.8% | +137.8% | -102.0% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling