+47.4%
XLU vs CART
+14.3%
+33.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.1% |
| 7D | +2.1% | -4.1% | +6.2% | +2.3% |
| 30D | -0.4% | -4.3% | +4.0% | -0.2% |
| 3M | +0.5% | +13.1% | -12.7% | -0.2% |
| 6M | -5.8% | +26.0% | -31.8% | -7.1% |
| YTD | +3.1% | +6.7% | -3.6% | +2.6% |
| 1Y | +8.1% | +6.3% | +1.8% | +7.4% |
| All | +47.4% | +14.3% | +33.1% | +40.1% |
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