-7.3%
UPS vs CART
+111.7%
-119.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.7% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +19.3% | +27.1% | -7.8% | +17.7% |
| 3M | +4.7% | +27.4% | -22.7% | +3.4% |
| 6M | +17.0% | +32.1% | -15.2% | +15.0% |
| YTD | +17.3% | +28.5% | -11.2% | +15.3% |
| 1Y | +27.4% | +58.8% | -31.4% | +23.4% |
| All | -7.3% | +111.7% | -119.0% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling