-27.3%
USAR vs CART
+37.6%
-64.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.4% | -7.1% | -9.2% |
| 7D | -29.5% | +1.2% | -30.7% | -29.6% |
| 30D | -46.0% | +27.1% | -73.1% | -48.0% |
| 3M | -56.8% | +27.4% | -84.2% | -58.5% |
| 6M | -72.9% | +32.1% | -105.1% | -74.3% |
| YTD | -37.6% | +28.5% | -66.1% | -40.7% |
| 1Y | -56.0% | +58.8% | -114.8% | -59.4% |
| 3Y | -27.5% | +114.8% | -142.3% | -32.0% |
| All | -27.3% | +37.6% | -64.9% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling