+71.0%
XLI vs CART
+40.2%
+30.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +1.1% | +23.1% | -22.0% | -0.4% |
| 3M | -7.7% | +19.2% | -26.9% | -8.9% |
| 6M | -1.8% | +45.7% | -47.5% | -4.8% |
| YTD | +11.1% | +30.9% | -19.8% | +8.4% |
| 1Y | +12.1% | +50.2% | -38.1% | +7.8% |
| 3Y | +73.8% | +133.5% | -59.7% | +60.2% |
| All | +71.0% | +40.2% | +30.8% | +57.8% |
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