+72.2%
XLF vs CART
+14.3%
+57.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.9% |
| 7D | +0.2% | -4.1% | +4.3% | +0.5% |
| 30D | -0.5% | -4.3% | +3.8% | -0.2% |
| 3M | +10.6% | +13.1% | -2.5% | +9.4% |
| 6M | +14.3% | +26.0% | -11.7% | +11.7% |
| YTD | +5.5% | +6.7% | -1.2% | +4.4% |
| 1Y | +9.6% | +6.3% | +3.3% | +8.2% |
| All | +72.2% | +14.3% | +57.9% | +62.7% |
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