+66.2%
CART vs XHB
-1.4%
+67.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | +28.6% | +7.8% | +20.8% | +27.4% |
| 3M | +29.1% | -5.5% | +34.5% | +29.2% |
| 6M | +44.7% | -2.6% | +47.3% | +45.4% |
| YTD | +29.2% | +0.4% | +28.9% | +33.5% |
| 1Y | +66.2% | -1.0% | +67.1% | +71.5% |
| All | +66.2% | -1.4% | +67.5% | +71.5% |
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