+71.5%
CART vs XHB
+35.3%
+36.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.5% |
| 7D | +1.2% | +2.5% | -1.4% | +0.5% |
| 30D | +27.1% | +6.7% | +20.4% | +24.7% |
| 3M | +27.4% | -5.8% | +33.2% | +29.3% |
| 6M | +32.1% | +1.7% | +30.4% | +31.2% |
| YTD | +28.5% | +1.9% | +26.6% | +26.6% |
| 1Y | +58.8% | +0.9% | +57.9% | +56.7% |
| 3Y | +114.8% | +37.6% | +77.2% | +59.0% |
| All | +71.5% | +35.3% | +36.2% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling