+38.8%
XLB vs CART
+40.2%
-1.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +7.2% | +23.1% | -15.8% | +5.5% |
| 3M | 0.0% | +19.2% | -19.1% | -1.4% |
| 6M | +2.3% | +45.7% | -43.4% | -0.8% |
| YTD | +18.4% | +30.9% | -12.5% | +15.5% |
| 1Y | +23.3% | +50.2% | -26.8% | +18.6% |
| 3Y | +45.2% | +133.5% | -88.3% | +31.0% |
| All | +38.8% | +40.2% | -1.4% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling