+116.9%
XBI vs CART
+21.6%
+95.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +0.9% | +1.0% | -0.2% | +0.8% |
| 30D | +7.1% | +12.6% | -5.6% | +5.4% |
| 3M | +22.9% | +23.1% | -0.2% | +19.6% |
| 6M | +29.7% | +39.5% | -9.8% | +23.8% |
| YTD | +34.5% | +13.5% | +20.9% | +31.7% |
| 1Y | +76.1% | +14.9% | +61.2% | +71.5% |
| All | +116.9% | +21.6% | +95.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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