+25.2%
EOG vs CART
+21.6%
+3.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | +1.3% | +1.0% | +0.2% | +1.2% |
| 30D | +8.2% | +12.6% | -4.4% | +7.4% |
| 3M | +3.8% | +23.1% | -19.3% | +2.4% |
| 6M | +15.3% | +39.5% | -24.2% | +12.8% |
| YTD | +41.7% | +13.5% | +28.2% | +40.4% |
| 1Y | +23.6% | +14.9% | +8.7% | +22.0% |
| All | +25.2% | +21.6% | +3.6% | +19.0% |
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