+43.4%
XLK vs CART
+14.4%
+28.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +0.9% | +1.0% | -0.2% | +0.8% |
| 30D | +0.7% | +12.6% | -11.9% | +0.2% |
| 3M | -2.9% | +23.1% | -26.1% | -3.9% |
| 6M | +34.3% | +39.5% | -5.3% | +31.7% |
| YTD | +30.4% | +13.5% | +16.9% | +29.2% |
| 1Y | +43.4% | +14.9% | +28.5% | +41.1% |
| All | +43.4% | +14.4% | +28.9% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling