+44.6%
EOG vs CART
+60.1%
-15.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.6% |
| 7D | -11.1% | +3.0% | -14.1% | -11.1% |
| 30D | +2.7% | +28.6% | -25.8% | +3.2% |
| 3M | +8.8% | +29.1% | -20.3% | +9.1% |
| 6M | +10.8% | +44.7% | -33.9% | +10.9% |
| YTD | +44.6% | +29.2% | +15.4% | +44.1% |
| 1Y | +44.6% | +66.2% | -21.6% | +35.7% |
| All | +44.6% | +60.1% | -15.5% | +35.7% |
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