-18.6%
UPS vs CART
+38.4%
-57.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.5% |
| 7D | 0.0% | +3.0% | -2.9% | -0.1% |
| 30D | +17.3% | +28.6% | -11.2% | +15.7% |
| 3M | +6.6% | +29.1% | -22.5% | +5.0% |
| 6M | +12.0% | +44.7% | -32.7% | +9.5% |
| YTD | +14.4% | +29.2% | -14.8% | +12.3% |
| 1Y | +23.3% | +66.2% | -42.8% | +18.9% |
| 3Y | -9.6% | +112.8% | -122.4% | -18.6% |
| All | -18.6% | +38.4% | -57.0% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling