+138.8%
CART vs XLRE
+42.8%
+96.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.1% |
| 7D | +1.5% | +2.3% | -0.8% | +0.5% |
| 30D | +22.4% | +7.3% | +15.1% | +18.7% |
| 3M | +16.5% | +0.1% | +16.4% | +16.4% |
| 6M | +44.9% | +2.3% | +42.6% | +43.2% |
| YTD | +30.0% | +13.3% | +16.7% | +22.3% |
| 1Y | +59.1% | +12.0% | +47.1% | +50.5% |
| 3Y | +138.8% | +45.5% | +93.3% | +90.7% |
| All | +138.8% | +42.8% | +96.0% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling