+71.5%
CART vs XYL
+9.0%
+62.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +1.2% | +10.2% | -9.0% | -1.3% |
| 30D | +27.1% | -4.3% | +31.4% | +28.0% |
| 3M | +27.4% | -17.8% | +45.3% | +33.8% |
| 6M | +32.1% | -13.4% | +45.5% | +36.3% |
| YTD | +28.5% | -25.7% | +54.2% | +38.7% |
| 1Y | +58.8% | -32.7% | +91.5% | +77.3% |
| 3Y | +114.8% | +7.1% | +107.6% | +112.4% |
| All | +71.5% | +9.0% | +62.4% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling