+62.4%
CART vs XYL
-30.7%
+93.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.9% |
| 7D | +1.4% | +14.5% | -13.2% | -0.3% |
| 30D | +29.7% | -1.3% | +31.0% | +29.6% |
| 3M | +29.7% | -17.0% | +46.7% | +32.7% |
| 6M | +36.8% | -11.3% | +48.1% | +38.7% |
| YTD | +31.7% | -25.0% | +56.6% | +39.7% |
| 1Y | +62.4% | -31.5% | +93.9% | +71.6% |
| All | +62.4% | -30.7% | +93.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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