+20.7%
XLK vs CART
+61.3%
-40.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -7.6% | +1.4% | -9.0% | -7.6% |
| 30D | -12.2% | +29.7% | -41.8% | -12.8% |
| 3M | -5.5% | +29.7% | -35.2% | -6.3% |
| 6M | +9.2% | +36.8% | -27.6% | +7.6% |
| YTD | +23.0% | +31.7% | -8.6% | +21.4% |
| 1Y | +20.7% | +62.4% | -41.7% | +16.4% |
| All | +20.7% | +61.3% | -40.6% | +16.4% |
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 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