+37.0%
XLB vs CART
+37.6%
-0.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.7% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | +5.2% | +27.1% | -21.9% | +3.3% |
| 3M | -0.1% | +27.4% | -27.6% | -2.1% |
| 6M | +2.4% | +32.1% | -29.7% | -0.1% |
| YTD | +16.9% | +28.5% | -11.6% | +14.1% |
| 1Y | +25.0% | +58.8% | -33.8% | +19.5% |
| 3Y | +40.7% | +114.8% | -74.1% | +27.5% |
| All | +37.0% | +37.6% | -0.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling