-22.4%
USAR vs CART
+39.2%
-61.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -9.1% | +0.3% | -9.3% | -9.1% |
| 30D | -36.9% | +22.4% | -59.4% | -38.9% |
| 3M | -58.4% | +15.6% | -74.0% | -59.5% |
| 6M | -70.6% | +44.9% | -115.5% | -72.5% |
| YTD | -33.4% | +30.0% | -63.4% | -36.8% |
| 1Y | -54.0% | +56.6% | -110.7% | -57.5% |
| 3Y | -22.7% | +131.9% | -154.6% | -27.6% |
| All | -22.4% | +39.2% | -61.6% | -27.4% |
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