+36.3%
XLY vs CART
+11.0%
+25.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | -2.1% | -9.5% | +7.4% | -1.0% |
| 30D | -6.0% | -7.8% | +1.7% | -5.2% |
| 3M | -2.7% | +10.4% | -13.2% | -4.0% |
| 6M | -1.5% | +20.1% | -21.5% | -3.9% |
| YTD | -5.4% | +3.7% | -9.1% | -6.3% |
| 1Y | -3.8% | +2.6% | -6.4% | -5.0% |
| All | +36.3% | +11.0% | +25.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling