+137.8%
URI vs CART
+37.6%
+100.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -6.8% |
| 7D | -12.9% | +1.2% | -14.1% | -13.0% |
| 30D | -3.4% | +27.1% | -30.5% | -6.1% |
| 3M | -10.0% | +27.4% | -37.5% | -12.8% |
| 6M | +12.2% | +32.1% | -19.9% | +7.8% |
| YTD | +29.8% | +28.5% | +1.3% | +24.8% |
| 1Y | +24.6% | +58.8% | -34.2% | +14.6% |
| 3Y | +137.6% | +114.8% | +22.8% | +96.7% |
| All | +137.8% | +37.6% | +100.2% | +97.8% |
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 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