+44.7%
CART vs XPO
-16.5%
+61.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +3.0% | -6.7% | +9.6% | +3.1% |
| 30D | +28.6% | -1.9% | +30.4% | +28.6% |
| 3M | +29.1% | -9.9% | +38.9% | +29.3% |
| 6M | +44.7% | -16.4% | +61.1% | +44.8% |
| All | +44.7% | -16.5% | +61.2% | +44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling