+31.9%
UL vs CART
+37.6%
-5.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | +5.5% | +1.2% | +4.3% | +5.5% |
| 30D | +11.4% | +27.1% | -15.7% | +10.4% |
| 3M | +6.0% | +27.4% | -21.5% | +5.0% |
| 6M | +18.0% | +32.1% | -14.1% | +16.8% |
| YTD | +6.2% | +28.5% | -22.3% | +5.1% |
| 1Y | +1.5% | +58.8% | -57.3% | -0.2% |
| 3Y | +39.8% | +114.8% | -75.0% | +34.3% |
| All | +31.9% | +37.6% | -5.7% | +28.4% |
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 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