+50.9%
XLV vs CART
+40.2%
+10.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +8.6% | +19.2% | -10.6% | +7.6% |
| 3M | +12.6% | +17.6% | -5.0% | +11.6% |
| 6M | +29.8% | +47.4% | -17.6% | +27.3% |
| YTD | +23.5% | +30.9% | -7.4% | +21.6% |
| 1Y | +25.7% | +46.0% | -20.3% | +23.1% |
| 3Y | +56.3% | +130.3% | -74.0% | +47.4% |
| All | +50.9% | +40.2% | +10.7% | +43.4% |
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