+126.0%
XLK vs CART
+14.3%
+111.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.0% |
| 7D | +2.3% | -4.1% | +6.4% | +2.7% |
| 30D | -0.1% | -4.3% | +4.3% | +0.4% |
| 3M | +2.1% | +13.1% | -11.0% | +0.3% |
| 6M | +37.2% | +26.0% | +11.2% | +32.4% |
| YTD | +30.8% | +6.7% | +24.1% | +28.9% |
| 1Y | +42.6% | +6.3% | +36.4% | +40.1% |
| All | +126.0% | +14.3% | +111.7% | +106.5% |
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