+45.6%
XLU vs CART
+11.0%
+34.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -1.0% |
| 7D | +0.6% | -9.5% | +10.1% | +1.1% |
| 30D | -0.4% | -7.8% | +7.3% | -0.1% |
| 3M | -1.7% | +10.4% | -12.2% | -2.3% |
| 6M | -7.1% | +20.1% | -27.2% | -8.2% |
| YTD | +1.9% | +3.7% | -1.8% | +1.5% |
| 1Y | +6.1% | +2.6% | +3.5% | +5.6% |
| All | +45.6% | +11.0% | +34.6% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling