+42.4%
XLK vs CART
+3.4%
+39.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +2.3% | -9.5% | +11.8% | +2.7% |
| 30D | +0.8% | -7.8% | +8.6% | +1.1% |
| 3M | +4.1% | +10.4% | -6.4% | +3.4% |
| 6M | +34.8% | +20.1% | +14.7% | +33.0% |
| YTD | +30.8% | +3.7% | +27.1% | +30.0% |
| 1Y | +42.4% | +2.6% | +39.8% | +40.4% |
| All | +42.4% | +3.4% | +39.0% | +40.4% |
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