+112.8%
CART vs XHB
+36.1%
+76.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.6% |
| 30D | +28.6% | +7.8% | +20.8% | +25.9% |
| 3M | +29.1% | -5.5% | +34.5% | +30.7% |
| 6M | +44.7% | -2.6% | +47.3% | +45.4% |
| YTD | +29.2% | +0.4% | +28.9% | +28.0% |
| 1Y | +66.2% | -1.0% | +67.1% | +65.0% |
| 3Y | +112.8% | +37.3% | +75.5% | +37.6% |
| All | +112.8% | +36.1% | +76.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling