+71.5%
CART vs XME
+73.5%
-2.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.0% |
| 7D | +1.2% | -10.5% | +11.7% | +3.9% |
| 30D | +27.1% | -16.5% | +43.6% | +32.7% |
| 3M | +27.4% | -19.2% | +46.6% | +33.7% |
| 6M | +32.1% | -23.8% | +56.0% | +39.9% |
| YTD | +28.5% | -12.6% | +41.0% | +27.2% |
| 1Y | +58.8% | -0.1% | +59.0% | +48.0% |
| 3Y | +114.8% | +79.3% | +35.5% | +38.6% |
| All | +71.5% | +73.5% | -2.0% | +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 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