+115.0%
UMC vs CART
+61.3%
+53.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -1.9% |
| 7D | -14.7% | +1.4% | -16.0% | -14.6% |
| 30D | -32.9% | +29.7% | -62.5% | -30.6% |
| 3M | -22.2% | +29.7% | -51.9% | -19.5% |
| 6M | +25.9% | +36.8% | -10.9% | +31.4% |
| YTD | +107.9% | +31.7% | +76.3% | +121.6% |
| 1Y | +115.0% | +62.4% | +52.7% | +123.6% |
| All | +115.0% | +61.3% | +53.7% | +123.6% |
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 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