+66.8%
XLC vs CART
+40.2%
+26.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +3.7% | +1.3% | +2.4% | +3.6% |
| 30D | -1.9% | +19.2% | -21.1% | -3.6% |
| 3M | -3.1% | +17.6% | -20.7% | -4.7% |
| 6M | -6.4% | +47.4% | -53.7% | -9.9% |
| YTD | -6.8% | +30.9% | -37.7% | -9.6% |
| 1Y | -1.7% | +46.0% | -47.7% | -5.7% |
| 3Y | +64.7% | +130.3% | -65.6% | +49.8% |
| All | +66.8% | +40.2% | +26.7% | +51.8% |
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