+38.4%
CART vs XLRE
+31.9%
+6.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | -9.5% | -0.7% | -8.8% | -9.2% |
| 30D | -7.8% | -2.2% | -5.5% | -6.8% |
| 3M | +10.4% | -2.6% | +13.0% | +11.7% |
| 6M | +20.1% | +2.6% | +17.5% | +18.2% |
| YTD | +3.7% | +9.3% | -5.6% | -0.9% |
| 1Y | +2.6% | +7.2% | -4.7% | -1.2% |
| All | +38.4% | +31.9% | +6.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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