+44.7%
CART vs XME
-23.0%
+67.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.4% |
| 7D | +3.0% | -4.5% | +7.4% | +3.2% |
| 30D | +28.6% | -10.9% | +39.4% | +29.5% |
| 3M | +29.1% | -15.3% | +44.3% | +29.9% |
| 6M | +44.7% | -24.6% | +69.3% | +46.4% |
| All | +44.7% | -23.0% | +67.7% | +46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling