+42.9%
XEL vs CART
+11.0%
+31.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | +0.9% | -9.5% | +10.4% | +1.0% |
| 30D | -0.9% | -7.8% | +6.9% | -0.8% |
| 3M | -1.4% | +10.4% | -11.8% | -1.5% |
| 6M | -5.8% | +20.1% | -25.9% | -6.1% |
| YTD | +4.7% | +3.7% | +1.0% | +4.6% |
| 1Y | +9.1% | +2.6% | +6.5% | +9.0% |
| All | +42.9% | +11.0% | +31.8% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling