+62.4%
CART vs XHB
+5.8%
+56.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.9% | +1.0% |
| 7D | +1.4% | +9.7% | -8.4% | +0.3% |
| 30D | +29.7% | +11.7% | +18.0% | +27.9% |
| 3M | +29.7% | -1.4% | +31.1% | +29.1% |
| 6M | +36.8% | +6.8% | +30.0% | +37.3% |
| YTD | +31.7% | +5.5% | +26.2% | +35.2% |
| 1Y | +62.4% | +5.1% | +57.2% | +65.5% |
| All | +62.4% | +5.8% | +56.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling