+72.5%
CART vs XME
+79.3%
-6.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.2% |
| 7D | +3.0% | -4.5% | +7.4% | +4.1% |
| 30D | +28.6% | -10.9% | +39.4% | +32.0% |
| 3M | +29.1% | -15.3% | +44.3% | +33.8% |
| 6M | +44.7% | -24.6% | +69.3% | +54.2% |
| YTD | +29.2% | -9.6% | +38.8% | +26.9% |
| 1Y | +66.2% | +2.9% | +63.2% | +53.8% |
| 3Y | +112.8% | +86.9% | +25.9% | +35.3% |
| All | +72.5% | +79.3% | -6.9% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling