+73.5%
CART vs XPO
+167.5%
-93.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +1.2% | +6.9% | -5.7% | +0.6% |
| 30D | +17.8% | +4.1% | +13.7% | +17.3% |
| 3M | +20.7% | -9.7% | +30.4% | +21.7% |
| 6M | +49.7% | -3.8% | +53.5% | +49.7% |
| YTD | +30.0% | +38.8% | -8.7% | +23.4% |
| 1Y | +48.4% | +34.2% | +14.2% | +41.2% |
| 3Y | +132.0% | +126.9% | +5.1% | +95.1% |
| All | +73.5% | +167.5% | -93.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling