+125.2%
XLK vs CART
+21.6%
+103.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +0.9% | +1.0% | -0.2% | +0.7% |
| 30D | +0.7% | +12.6% | -11.9% | -0.8% |
| 3M | -2.9% | +23.1% | -26.1% | -5.5% |
| 6M | +34.3% | +39.5% | -5.3% | +28.0% |
| YTD | +30.4% | +13.5% | +16.9% | +27.6% |
| 1Y | +43.4% | +14.9% | +28.5% | +39.6% |
| All | +125.2% | +21.6% | +103.6% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling