+109.3%
USB vs CART
+21.6%
+87.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | -1.3% | +12.6% | -13.9% | -2.5% |
| 3M | +15.2% | +23.1% | -7.9% | +12.7% |
| 6M | +18.8% | +39.5% | -20.7% | +14.3% |
| YTD | +21.0% | +13.5% | +7.5% | +18.9% |
| 1Y | +34.0% | +14.9% | +19.1% | +31.0% |
| All | +109.3% | +21.6% | +87.7% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling