+29.5%
XLB vs CART
+61.3%
-31.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.5% |
| 7D | +3.9% | +1.4% | +2.6% | +3.9% |
| 30D | +8.9% | +29.7% | -20.8% | +8.2% |
| 3M | +4.1% | +29.7% | -25.6% | +3.5% |
| 6M | +7.3% | +36.8% | -29.5% | +6.7% |
| YTD | +20.4% | +31.7% | -11.3% | +19.6% |
| 1Y | +29.5% | +62.4% | -32.8% | +22.4% |
| All | +29.5% | +61.3% | -31.8% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling