+29.5%
EOG vs CART
+112.9%
-83.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | -11.1% | +3.0% | -14.1% | -11.3% |
| 30D | +2.7% | +28.6% | -25.8% | +1.3% |
| 3M | +8.8% | +29.1% | -20.3% | +7.0% |
| 6M | +10.8% | +44.7% | -33.9% | +8.0% |
| YTD | +44.6% | +29.2% | +15.4% | +42.0% |
| 1Y | +44.6% | +66.2% | -21.6% | +38.8% |
| 3Y | +29.5% | +112.8% | -83.3% | +19.8% |
| All | +29.5% | +112.9% | -83.4% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling