+45.2%
UBER vs CART
+39.2%
+6.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | -3.1% | +17.8% | -20.9% | -6.6% |
| 3M | -8.3% | +20.7% | -29.0% | -12.2% |
| 6M | -9.5% | +49.7% | -59.2% | -17.1% |
| YTD | -15.4% | +30.0% | -45.4% | -20.9% |
| 1Y | -26.1% | +48.4% | -74.5% | -32.9% |
| 3Y | +34.0% | +132.0% | -98.0% | +11.6% |
| All | +45.2% | +39.2% | +6.0% | +22.4% |
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