+8.4%
XLE vs CART
+40.3%
-32.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -4.7% |
| 7D | -7.2% | +1.4% | -8.6% | -7.2% |
| 30D | +0.1% | +29.7% | -29.6% | +0.1% |
| 3M | +9.2% | +29.7% | -20.5% | +8.8% |
| 6M | +8.4% | +36.8% | -28.4% | +7.2% |
| All | +8.4% | +40.3% | -32.0% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling