+99.2%
USB vs CART
+37.6%
+61.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.9% |
| 7D | -1.5% | +1.2% | -2.7% | -1.6% |
| 30D | +4.3% | +27.1% | -22.8% | +1.9% |
| 3M | -6.1% | +27.4% | -33.5% | -8.4% |
| 6M | +9.4% | +32.1% | -22.7% | +6.0% |
| YTD | +15.2% | +28.5% | -13.3% | +11.7% |
| 1Y | +32.8% | +58.8% | -26.1% | +25.3% |
| 3Y | +91.3% | +114.8% | -23.5% | +65.7% |
| All | +99.2% | +37.6% | +61.6% | +76.6% |
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 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