+31.5%
EOG vs CART
+39.2%
-7.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.4% | +0.3% | -2.6% | -2.4% |
| 30D | +2.9% | +22.4% | -19.5% | +1.8% |
| 3M | +7.2% | +15.6% | -8.4% | +6.3% |
| 6M | +18.2% | +44.9% | -26.7% | +15.4% |
| YTD | +48.9% | +30.0% | +18.9% | +46.3% |
| 1Y | +46.7% | +56.6% | -9.9% | +41.9% |
| 3Y | +37.4% | +131.9% | -94.5% | +28.4% |
| All | +31.5% | +39.2% | -7.7% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling