-20.3%
USAR vs CART
+135.4%
-155.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | -20.9% | +19.2% | -40.1% | -23.4% |
| 3M | -56.2% | +17.6% | -73.7% | -57.5% |
| 6M | -67.9% | +47.4% | -115.3% | -70.3% |
| YTD | -31.4% | +30.9% | -62.3% | -35.4% |
| 1Y | -45.1% | +46.0% | -91.0% | -49.2% |
| 3Y | -20.3% | +130.3% | -150.6% | -26.1% |
| All | -20.3% | +135.4% | -155.7% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling