+24.6%
URI vs CART
+57.6%
-33.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -7.4% |
| 7D | -12.9% | +1.2% | -14.1% | -12.8% |
| 30D | -3.4% | +27.1% | -30.5% | -0.6% |
| 3M | -10.0% | +27.4% | -37.5% | -7.2% |
| 6M | +12.2% | +32.1% | -19.9% | +16.8% |
| YTD | +29.8% | +28.5% | +1.3% | +33.5% |
| 1Y | +24.6% | +58.8% | -34.2% | +24.0% |
| All | +24.6% | +57.6% | -33.0% | +24.0% |
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