+44.2%
EOG vs CART
+61.3%
-17.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -5.2% |
| 7D | -8.6% | +1.4% | -10.0% | -8.6% |
| 30D | +2.8% | +29.7% | -26.9% | +3.2% |
| 3M | +3.2% | +29.7% | -26.6% | +3.5% |
| 6M | +5.3% | +36.8% | -31.5% | +5.5% |
| YTD | +44.5% | +31.7% | +12.8% | +44.1% |
| 1Y | +44.2% | +62.4% | -18.2% | +37.3% |
| All | +44.2% | +61.3% | -17.2% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling