+73.5%
CART vs XPO
+166.9%
-93.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | +22.4% | +2.6% | +19.8% | +22.1% |
| 3M | +15.6% | -6.1% | +21.8% | +16.2% |
| 6M | +44.9% | -8.0% | +52.9% | +45.6% |
| YTD | +30.0% | +38.5% | -8.5% | +23.4% |
| 1Y | +56.6% | +35.0% | +21.6% | +48.9% |
| 3Y | +131.9% | +126.5% | +5.5% | +95.1% |
| All | +73.5% | +166.9% | -93.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling