+13.8%
CART vs XE
-36.4%
+50.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.1% | -14.1% | -6.3% |
| 7D | -4.1% | +4.0% | -8.1% | -4.2% |
| 30D | -4.3% | -15.5% | +11.1% | -3.5% |
| 3M | +13.1% | -14.6% | +27.7% | +11.9% |
| All | +13.8% | -36.4% | +50.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling