+69.5%
XLI vs CART
+39.2%
+30.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | +0.5% | +17.8% | -17.3% | -0.7% |
| 3M | -8.6% | +20.7% | -29.3% | -9.9% |
| 6M | -2.3% | +49.7% | -52.0% | -5.5% |
| YTD | +10.1% | +30.0% | -19.9% | +7.5% |
| 1Y | +11.0% | +48.4% | -37.4% | +6.8% |
| 3Y | +72.3% | +132.0% | -59.7% | +58.9% |
| All | +69.5% | +39.2% | +30.2% | +56.4% |
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