+73.5%
CART vs XME
+89.2%
-15.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.8% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | +22.4% | -7.3% | +29.7% | +24.5% |
| 3M | +16.5% | -14.8% | +31.3% | +20.7% |
| 6M | +44.9% | -18.4% | +63.3% | +51.1% |
| YTD | +30.0% | -4.7% | +34.6% | +25.9% |
| 1Y | +59.1% | +5.7% | +53.4% | +46.9% |
| 3Y | +138.8% | +104.0% | +34.8% | +46.1% |
| All | +73.5% | +89.2% | -15.7% | +8.6% |
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