+2.4%
XLB vs CART
+35.2%
-32.8%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.8% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | +5.2% | +27.1% | -21.9% | +4.3% |
| 3M | -0.1% | +27.4% | -27.6% | -1.0% |
| 6M | +2.4% | +32.1% | -29.7% | +1.5% |
| All | +2.4% | +35.2% | -32.8% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling