-0.2%
UL vs CART
+51.1%
-51.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.3% | +1.5% | -1.3% | +0.2% |
| 30D | +7.0% | +22.4% | -15.4% | +5.9% |
| 3M | +5.8% | +16.5% | -10.7% | +4.9% |
| 6M | +16.1% | +44.9% | -28.8% | +15.0% |
| YTD | +4.5% | +30.0% | -25.5% | +3.6% |
| All | -0.2% | +51.1% | -51.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling