+74.6%
XLF vs CART
+21.6%
+53.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | +0.2% | +12.6% | -12.4% | -0.8% |
| 3M | +11.7% | +23.1% | -11.4% | +9.7% |
| 6M | +13.8% | +39.5% | -25.7% | +10.3% |
| YTD | +7.0% | +13.5% | -6.5% | +5.4% |
| 1Y | +9.1% | +14.9% | -5.7% | +7.1% |
| All | +74.6% | +21.6% | +53.0% | +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 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