-71.2%
USAR vs CART
+35.4%
-106.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.3% | +10.8% |
| 7D | -14.5% | +3.0% | -17.5% | -14.6% |
| 30D | -37.8% | +28.6% | -66.4% | -40.3% |
| 3M | -52.8% | +29.1% | -81.8% | -55.6% |
| 6M | -71.2% | +44.7% | -116.0% | -73.6% |
| All | -71.2% | +35.4% | -106.7% | -73.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling