+53.0%
XLE vs CART
+41.0%
+12.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -4.8% |
| 7D | -7.2% | +1.4% | -8.6% | -7.3% |
| 30D | +0.1% | +29.7% | -29.6% | -1.5% |
| 3M | +9.2% | +29.7% | -20.5% | +7.3% |
| 6M | +8.4% | +36.8% | -28.4% | +5.9% |
| YTD | +44.9% | +31.7% | +13.2% | +42.0% |
| 1Y | +49.9% | +62.4% | -12.5% | +43.9% |
| 3Y | +61.1% | +120.1% | -59.0% | +48.8% |
| All | +53.0% | +41.0% | +12.0% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling