+56.6%
CART vs XME
+1.1%
+55.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +22.4% | -9.2% | +31.6% | +22.5% |
| 3M | +15.6% | -17.8% | +33.4% | +15.8% |
| 6M | +44.9% | -20.0% | +64.9% | +44.9% |
| YTD | +30.0% | -6.6% | +36.6% | +29.9% |
| 1Y | +56.6% | +1.8% | +54.9% | +54.9% |
| All | +56.6% | +1.1% | +55.5% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling