+51.5%
CART vs XPO
+173.9%
-122.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.7% | -1.7% |
| 7D | +1.0% | +2.4% | -1.4% | +0.8% |
| 30D | +12.6% | -3.5% | +16.1% | +12.9% |
| 3M | +23.1% | -11.9% | +35.1% | +24.4% |
| 6M | +39.5% | -10.0% | +49.5% | +40.3% |
| YTD | +13.5% | +42.1% | -28.5% | +7.6% |
| 1Y | +14.9% | +47.6% | -32.7% | +7.9% |
| All | +51.5% | +173.9% | -122.3% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling