+71.6%
XYZ vs CART
+38.4%
+33.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +12.1% | +3.0% | +9.2% | +11.6% |
| 30D | +12.4% | +28.6% | -16.2% | +6.9% |
| 3M | +8.2% | +29.1% | -20.9% | +2.7% |
| 6M | +20.7% | +44.7% | -24.0% | +12.0% |
| YTD | +31.3% | +29.2% | +2.1% | +23.5% |
| 1Y | +20.5% | +66.2% | -45.6% | +8.8% |
| 3Y | +72.6% | +112.8% | -40.2% | +40.0% |
| All | +71.6% | +38.4% | +33.3% | +43.0% |
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 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