+74.7%
CART vs XME
+86.6%
-11.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.6% | +1.5% | -2.1% | -1.0% |
| 30D | +23.1% | -7.3% | +30.3% | +25.2% |
| 3M | +19.2% | -17.4% | +36.6% | +24.5% |
| 6M | +45.7% | -21.8% | +67.5% | +53.8% |
| YTD | +30.9% | -6.0% | +36.9% | +27.2% |
| 1Y | +50.2% | +3.8% | +46.4% | +39.5% |
| 3Y | +133.5% | +100.0% | +33.5% | +44.0% |
| All | +74.7% | +86.6% | -11.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling