+24.8%
UPS vs CART
+49.3%
-24.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.8% |
| 30D | +17.4% | +19.2% | -1.8% | +17.0% |
| 3M | +8.2% | +17.6% | -9.4% | +7.9% |
| 6M | +17.9% | +47.4% | -29.4% | +17.8% |
| YTD | +18.7% | +30.9% | -12.2% | +17.1% |
| 1Y | +24.8% | +46.0% | -21.2% | +23.6% |
| All | +24.8% | +49.3% | -24.5% | +23.6% |
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