+36.0%
XLB vs CART
+38.4%
-2.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.5% | +3.0% | -4.5% | -1.7% |
| 30D | +6.1% | +28.6% | -22.5% | +4.0% |
| 3M | 0.0% | +29.1% | -29.0% | -2.0% |
| 6M | 0.0% | +44.7% | -44.8% | -3.1% |
| YTD | +16.0% | +29.2% | -13.2% | +13.3% |
| 1Y | +24.7% | +66.2% | -41.4% | +18.8% |
| 3Y | +40.4% | +112.8% | -72.5% | +27.4% |
| All | +36.0% | +38.4% | -2.4% | +25.3% |
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