+60.9%
XLC vs CART
+38.4%
+22.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | +4.9% | +3.0% | +1.9% | +4.6% |
| 30D | -5.8% | +28.6% | -34.4% | -8.1% |
| 3M | -5.4% | +29.1% | -34.5% | -7.8% |
| 6M | -10.2% | +44.7% | -54.9% | -13.4% |
| YTD | -10.2% | +29.2% | -39.4% | -12.8% |
| 1Y | -5.6% | +66.2% | -71.8% | -10.7% |
| 3Y | +61.0% | +112.8% | -51.8% | +47.1% |
| All | +60.9% | +38.4% | +22.5% | +46.6% |
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