+32.9%
XLV vs CART
+61.3%
-28.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +5.5% | +1.4% | +4.2% | +5.5% |
| 30D | +13.3% | +29.7% | -16.4% | +11.7% |
| 3M | +17.4% | +29.7% | -12.3% | +15.8% |
| 6M | +32.1% | +36.8% | -4.7% | +30.1% |
| YTD | +24.0% | +31.7% | -7.6% | +22.8% |
| 1Y | +32.9% | +62.4% | -29.5% | +26.5% |
| All | +32.9% | +61.3% | -28.4% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling