+140.5%
URI vs CART
+38.4%
+102.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | -9.8% | +3.0% | -12.7% | -10.1% |
| 30D | +1.7% | +28.6% | -26.8% | -1.2% |
| 3M | -9.1% | +29.1% | -38.1% | -12.0% |
| 6M | +9.9% | +44.7% | -34.9% | +4.3% |
| YTD | +31.2% | +29.2% | +2.0% | +26.1% |
| 1Y | +25.9% | +66.2% | -40.2% | +14.9% |
| 3Y | +147.4% | +112.8% | +34.6% | +104.9% |
| All | +140.5% | +38.4% | +102.1% | +99.9% |
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