+35.0%
UL vs CART
+137.8%
-102.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +6.8% | +22.4% | -15.7% | +5.9% |
| 3M | +5.7% | +15.6% | -9.9% | +5.1% |
| 6M | +15.9% | +44.9% | -29.0% | +14.5% |
| YTD | +4.3% | +30.0% | -25.7% | +3.2% |
| 1Y | -0.4% | +56.6% | -57.1% | -2.0% |
| 3Y | +35.0% | +131.9% | -97.0% | +29.2% |
| All | +35.0% | +137.8% | -102.8% | +29.2% |
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