-16.6%
UPS vs CART
+39.2%
-55.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +1.1% | +1.5% | -0.4% | +1.1% |
| 30D | +17.3% | +22.4% | -5.1% | +16.0% |
| 3M | +7.9% | +16.5% | -8.6% | +6.9% |
| 6M | +13.7% | +44.9% | -31.1% | +11.2% |
| YTD | +17.2% | +30.0% | -12.8% | +15.0% |
| 1Y | +23.2% | +59.1% | -35.8% | +19.2% |
| 3Y | -5.9% | +138.8% | -144.7% | -15.9% |
| All | -16.6% | +39.2% | -55.8% | -24.4% |
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 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