+48.4%
CART vs XYL
-36.5%
+84.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | +1.2% | -6.0% | +7.2% | +2.0% |
| 30D | +17.8% | -8.3% | +26.1% | +18.8% |
| 3M | +20.7% | -22.6% | +43.3% | +24.5% |
| 6M | +49.7% | -15.0% | +64.8% | +52.6% |
| YTD | +30.0% | -30.2% | +60.2% | +39.1% |
| 1Y | +48.4% | -36.4% | +84.8% | +52.4% |
| All | +48.4% | -36.5% | +84.9% | +52.4% |
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