+32.6%
XYZ vs CART
+51.1%
-18.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +14.9% | +1.5% | +13.4% | +14.5% |
| 30D | +14.7% | +22.4% | -7.7% | +7.9% |
| 3M | +12.1% | +16.5% | -4.4% | +6.8% |
| 6M | +18.3% | +44.9% | -26.6% | +5.4% |
| YTD | +36.1% | +30.0% | +6.1% | +20.0% |
| All | +32.6% | +51.1% | -18.5% | +11.9% |
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