+53.0%
XLY vs CART
+135.4%
-82.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +7.8% | +23.1% | -15.3% | +5.2% |
| 3M | +1.7% | +19.2% | -17.5% | -0.4% |
| 6M | +1.8% | +45.7% | -43.9% | -2.7% |
| YTD | +2.0% | +30.9% | -28.9% | -1.7% |
| 1Y | +1.8% | +50.2% | -48.3% | -3.6% |
| All | +53.0% | +135.4% | -82.3% | +34.0% |
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