-14.1%
USAR vs CART
+39.2%
-53.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.2% |
| 30D | -30.3% | +22.4% | -52.7% | -32.5% |
| 3M | -54.7% | +16.5% | -71.2% | -55.9% |
| 6M | -67.5% | +44.9% | -112.4% | -69.5% |
| YTD | -26.4% | +30.0% | -56.4% | -30.1% |
| 1Y | -49.5% | +59.1% | -108.6% | -53.5% |
| 3Y | -14.5% | +138.8% | -153.3% | -19.9% |
| All | -14.1% | +39.2% | -53.3% | -19.7% |
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