+76.9%
XLF vs CART
+40.2%
+36.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +6.5% | +23.1% | -16.6% | +4.7% |
| 3M | +1.8% | +19.2% | -17.4% | +0.2% |
| 6M | +15.4% | +45.7% | -30.3% | +11.6% |
| YTD | +8.4% | +30.9% | -22.5% | +5.4% |
| 1Y | +11.9% | +50.2% | -38.3% | +7.5% |
| 3Y | +81.1% | +133.5% | -52.4% | +66.3% |
| All | +76.9% | +40.2% | +36.7% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling