+49.7%
XLU vs CART
+39.2%
+10.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +1.2% | +1.2% | 0.0% | +1.1% |
| 30D | +4.6% | +17.8% | -13.2% | +3.8% |
| 3M | +0.7% | +20.7% | -20.0% | -0.3% |
| 6M | -1.7% | +49.7% | -51.4% | -3.8% |
| YTD | +4.8% | +30.0% | -25.2% | +3.2% |
| 1Y | +0.2% | +48.4% | -48.2% | -2.2% |
| 3Y | +58.9% | +132.0% | -73.1% | +47.0% |
| All | +49.7% | +39.2% | +10.4% | +40.9% |
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