+73.5%
CART vs XME
+85.4%
-11.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +0.3% | -0.2% | +0.4% | +0.2% |
| 30D | +22.4% | -9.2% | +31.6% | +25.1% |
| 3M | +15.6% | -17.8% | +33.4% | +20.9% |
| 6M | +44.9% | -20.0% | +64.9% | +51.8% |
| YTD | +30.0% | -6.6% | +36.6% | +26.5% |
| 1Y | +56.6% | +1.8% | +54.9% | +46.5% |
| 3Y | +131.9% | +98.7% | +33.2% | +43.3% |
| All | +73.5% | +85.4% | -11.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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