+56.6%
CART vs XYL
-35.2%
+91.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +22.4% | -5.7% | +28.1% | +23.0% |
| 3M | +15.6% | -19.8% | +35.4% | +18.6% |
| 6M | +44.9% | -14.2% | +59.1% | +47.5% |
| YTD | +30.0% | -28.1% | +58.1% | +38.6% |
| 1Y | +56.6% | -35.0% | +91.6% | +62.6% |
| All | +56.6% | -35.2% | +91.8% | +62.6% |
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