+18.8%
XLK vs CART
+47.6%
-28.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +7.0% | +1.2% | +5.8% | +7.0% |
| 30D | -11.5% | +17.8% | -29.3% | -11.8% |
| 3M | -7.9% | +20.7% | -28.6% | -8.3% |
| 6M | -0.6% | +49.7% | -50.3% | -2.0% |
| YTD | +21.1% | +30.0% | -8.9% | +19.4% |
| 1Y | +18.8% | +48.4% | -29.5% | +16.6% |
| All | +18.8% | +47.6% | -28.7% | +16.6% |
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