+38.7%
XLP vs CART
+37.6%
+1.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +11.6% | +27.1% | -15.5% | +10.3% |
| 3M | +7.6% | +27.4% | -19.8% | +6.3% |
| 6M | +10.0% | +32.1% | -22.1% | +8.4% |
| YTD | +19.7% | +28.5% | -8.7% | +18.1% |
| 1Y | +23.5% | +58.8% | -35.3% | +20.3% |
| 3Y | +44.0% | +114.8% | -70.8% | +35.7% |
| All | +38.7% | +37.6% | +1.1% | +32.3% |
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