-19.4%
USAR vs CART
+38.4%
-57.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.3% | +10.8% |
| 7D | -14.5% | +3.0% | -17.5% | -14.8% |
| 30D | -37.8% | +28.6% | -66.4% | -40.3% |
| 3M | -52.8% | +29.1% | -81.8% | -54.8% |
| 6M | -71.2% | +44.7% | -116.0% | -73.0% |
| YTD | -30.9% | +29.2% | -60.1% | -34.3% |
| 1Y | -48.0% | +66.2% | -114.2% | -52.3% |
| 3Y | -19.7% | +112.8% | -132.5% | -24.7% |
| All | -19.4% | +38.4% | -57.7% | -24.5% |
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