+112.8%
CART vs XYL
+5.2%
+107.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +3.0% | +5.9% | -2.9% | +1.3% |
| 30D | +28.6% | -3.9% | +32.5% | +29.2% |
| 3M | +29.1% | -18.7% | +47.7% | +36.4% |
| 6M | +44.7% | -16.9% | +61.6% | +51.7% |
| YTD | +29.2% | -27.4% | +56.6% | +41.4% |
| 1Y | +66.2% | -34.0% | +100.2% | +88.6% |
| 3Y | +112.8% | +5.6% | +107.2% | +73.6% |
| All | +112.8% | +5.2% | +107.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling