+77.0%
XLF vs CART
+40.2%
+36.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | +7.6% | +19.2% | -11.5% | +6.1% |
| 3M | +1.1% | +17.6% | -16.5% | -0.3% |
| 6M | +15.9% | +47.4% | -31.5% | +12.0% |
| YTD | +8.4% | +30.9% | -22.4% | +5.5% |
| 1Y | +12.5% | +46.0% | -33.5% | +8.3% |
| 3Y | +81.6% | +130.3% | -48.8% | +66.9% |
| All | +77.0% | +40.2% | +36.8% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling