+72.6%
USAR vs CART
+21.6%
+51.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -2.1% | +1.0% | -3.2% | -2.3% |
| 30D | +2.6% | +12.6% | -10.0% | +0.5% |
| 3M | -35.0% | +23.1% | -58.1% | -37.3% |
| 6M | -6.9% | +39.5% | -46.4% | -12.1% |
| YTD | +48.0% | +13.5% | +34.4% | +43.8% |
| 1Y | +24.8% | +14.9% | +9.9% | +20.0% |
| All | +72.6% | +21.6% | +51.1% | +65.2% |
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