+59.2%
UBER vs CART
+21.6%
+37.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -3.9% | +1.0% | -4.9% | -4.1% |
| 30D | +11.1% | +12.6% | -1.5% | +8.4% |
| 3M | +4.9% | +23.1% | -18.2% | +0.4% |
| 6M | -1.2% | +39.5% | -40.7% | -8.4% |
| YTD | -7.3% | +13.5% | -20.8% | -10.4% |
| 1Y | -17.6% | +14.9% | -32.5% | -21.1% |
| All | +59.2% | +21.6% | +37.6% | +38.6% |
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