+33.5%
EOG vs CART
+40.2%
-6.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +4.6% | -0.6% | +5.2% | +4.6% |
| 30D | +2.9% | +23.1% | -20.2% | +1.7% |
| 3M | +8.0% | +19.2% | -11.2% | +6.8% |
| 6M | +17.0% | +45.7% | -28.7% | +14.2% |
| YTD | +51.1% | +30.9% | +20.2% | +48.4% |
| 1Y | +45.1% | +50.2% | -5.1% | +40.9% |
| 3Y | +39.4% | +133.5% | -94.1% | +30.3% |
| All | +33.5% | +40.2% | -6.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling