+56.4%
XLV vs CART
+135.4%
-79.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +9.9% | +23.1% | -13.2% | +8.8% |
| 3M | +12.9% | +19.2% | -6.3% | +12.0% |
| 6M | +33.2% | +45.7% | -12.5% | +30.9% |
| YTD | +23.6% | +30.9% | -7.3% | +21.8% |
| 1Y | +27.5% | +50.2% | -22.7% | +24.9% |
| All | +56.4% | +135.4% | -79.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling