+48.4%
CART vs XLRE
+10.7%
+37.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +17.8% | +6.0% | +11.7% | +15.7% |
| 3M | +20.7% | +0.5% | +20.2% | +20.0% |
| 6M | +49.7% | +1.2% | +48.5% | +48.8% |
| YTD | +30.0% | +12.6% | +17.4% | +28.9% |
| 1Y | +48.4% | +11.0% | +37.4% | +47.5% |
| All | +48.4% | +10.7% | +37.7% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling