+45.6%
XEL vs CART
+112.9%
-67.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -0.2% | +3.0% | -3.1% | -0.2% |
| 30D | +10.0% | +28.6% | -18.5% | +9.7% |
| 3M | +4.3% | +29.1% | -24.7% | +4.0% |
| 6M | +0.5% | +44.7% | -44.3% | 0.0% |
| YTD | +10.4% | +29.2% | -18.8% | +10.0% |
| 1Y | +2.0% | +66.2% | -64.2% | +1.0% |
| 3Y | +45.6% | +112.8% | -67.3% | +42.4% |
| All | +45.6% | +112.9% | -67.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling