+74.7%
CART vs XLRE
+35.9%
+38.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.3% | +0.8% | +0.4% | +0.9% |
| 30D | +19.2% | +6.9% | +12.2% | +15.7% |
| 3M | +17.6% | -0.8% | +18.4% | +17.9% |
| 6M | +47.4% | +2.1% | +45.3% | +45.7% |
| YTD | +30.9% | +12.6% | +18.3% | +23.4% |
| 1Y | +46.0% | +12.5% | +33.5% | +37.6% |
| 3Y | +130.3% | +44.2% | +86.1% | +87.9% |
| All | +74.7% | +35.9% | +38.8% | +39.7% |
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