+64.8%
XLC vs CART
+39.2%
+25.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +7.1% | +1.5% | +5.6% | +6.9% |
| 30D | -2.7% | +22.4% | -25.1% | -4.6% |
| 3M | -3.2% | +16.5% | -19.7% | -4.7% |
| 6M | -7.7% | +44.9% | -52.5% | -11.0% |
| YTD | -8.0% | +30.0% | -37.9% | -10.7% |
| 1Y | -3.1% | +59.1% | -62.1% | -7.8% |
| 3Y | +64.9% | +138.8% | -73.9% | +49.7% |
| All | +64.8% | +39.2% | +25.6% | +50.1% |
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