+22.7%
XLV vs CART
+4.1%
+18.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.6% |
| 7D | -4.4% | -8.7% | +4.3% | -4.0% |
| 30D | -1.4% | -4.4% | +3.0% | -1.2% |
| 3M | +8.9% | +14.6% | -5.8% | +8.5% |
| 6M | +9.1% | +24.4% | -15.3% | +8.3% |
| YTD | +7.9% | +5.0% | +2.9% | +7.6% |
| 1Y | +22.7% | +0.5% | +22.2% | +20.9% |
| All | +22.7% | +4.1% | +18.7% | +20.9% |
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 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