+47.0%
XLY vs CART
+40.2%
+6.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 6M | +1.8% | +45.7% | -43.9% | -2.7% |
| YTD | +2.0% | +30.9% | -28.9% | -1.8% |
| 1Y | +1.8% | +50.2% | -48.3% | -3.7% |
| 3Y | +53.7% | +133.5% | -79.8% | +34.1% |
| All | +47.0% | +40.2% | +6.8% | +29.9% |
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 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