+250.5%
UMC vs CART
+14.3%
+236.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.1% | +5.5% |
| 7D | +6.6% | -4.1% | +10.7% | +6.8% |
| 30D | +16.6% | -4.3% | +20.9% | +16.8% |
| 3M | +11.0% | +13.1% | -2.1% | +9.5% |
| 6M | +131.3% | +26.0% | +105.3% | +124.9% |
| YTD | +182.5% | +6.7% | +175.8% | +180.0% |
| 1Y | +222.3% | +6.3% | +216.0% | +218.4% |
| All | +250.5% | +14.3% | +236.3% | +218.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling