-5.6%
XLC vs CART
+60.1%
-65.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | +4.9% | +3.0% | +1.9% | +4.7% |
| 30D | -5.8% | +28.6% | -34.4% | -7.7% |
| 3M | -5.4% | +29.1% | -34.5% | -7.3% |
| 6M | -10.2% | +44.7% | -54.9% | -12.3% |
| YTD | -10.2% | +29.2% | -39.4% | -12.4% |
| 1Y | -5.6% | +66.2% | -71.8% | -9.5% |
| All | -5.6% | +60.1% | -65.7% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling