+77.8%
XLF vs CART
+112.9%
-35.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.2% | +3.0% | -1.8% | +0.9% |
| 30D | +6.3% | +28.6% | -22.2% | +4.1% |
| 3M | -0.8% | +29.1% | -29.8% | -3.0% |
| 6M | +11.0% | +44.7% | -33.7% | +7.4% |
| YTD | +5.6% | +29.2% | -23.6% | +2.8% |
| 1Y | +10.8% | +66.2% | -55.4% | +5.4% |
| 3Y | +77.8% | +112.8% | -35.0% | +64.7% |
| All | +77.8% | +112.9% | -35.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling