+72.5%
CART vs XHB
+33.3%
+39.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.8% |
| 3M | +29.1% | -5.5% | +34.5% | +30.8% |
| 6M | +44.7% | -2.6% | +47.3% | +45.4% |
| YTD | +29.2% | +0.4% | +28.9% | +27.8% |
| 1Y | +66.2% | -1.0% | +67.1% | +64.8% |
| 3Y | +112.8% | +37.3% | +75.5% | +57.2% |
| All | +72.5% | +33.3% | +39.2% | +27.2% |
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