-20.0%
USAR vs CART
+40.2%
-60.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.1% |
| 3M | -56.2% | +17.6% | -73.7% | -57.4% |
| 6M | -67.9% | +47.4% | -115.3% | -70.0% |
| YTD | -31.4% | +30.9% | -62.3% | -34.9% |
| 1Y | -45.1% | +46.0% | -91.0% | -48.6% |
| 3Y | -20.3% | +130.3% | -150.6% | -25.5% |
| All | -20.0% | +40.2% | -60.2% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling