+73.5%
CART vs XYL
+5.5%
+68.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.6% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +22.4% | -5.7% | +28.1% | +23.6% |
| 3M | +15.6% | -19.8% | +35.4% | +22.1% |
| 6M | +44.9% | -14.2% | +59.1% | +49.7% |
| YTD | +30.0% | -28.1% | +58.1% | +41.5% |
| 1Y | +56.6% | -35.0% | +91.6% | +76.5% |
| 3Y | +131.9% | +2.1% | +129.8% | +131.0% |
| All | +73.5% | +5.5% | +68.0% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling