+73.5%
CART vs XHB
+38.1%
+35.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.4% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +22.4% | +11.8% | +10.6% | +18.6% |
| 3M | +16.5% | -3.8% | +20.4% | +17.5% |
| 6M | +44.9% | +4.1% | +40.8% | +43.0% |
| YTD | +30.0% | +4.0% | +26.0% | +27.3% |
| 1Y | +59.1% | +1.6% | +57.5% | +56.8% |
| 3Y | +138.8% | +43.2% | +95.6% | +73.6% |
| All | +73.5% | +38.1% | +35.4% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling