+74.7%
CART vs XYL
+3.7%
+71.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -0.6% | -5.9% | +5.3% | +0.9% |
| 30D | +23.1% | -7.3% | +30.4% | +24.8% |
| 3M | +19.2% | -22.5% | +41.7% | +27.1% |
| 6M | +45.7% | -14.4% | +60.1% | +50.5% |
| YTD | +30.9% | -29.4% | +60.3% | +43.1% |
| 1Y | +50.2% | -35.6% | +85.8% | +69.4% |
| 3Y | +133.5% | +0.3% | +133.3% | +133.7% |
| All | +74.7% | +3.7% | +71.0% | +77.7% |
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