+37.4%
EOG vs CART
+40.2%
-2.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | +7.6% | +1.3% | +6.3% | +7.5% |
| 30D | +3.4% | +19.2% | -15.8% | +2.4% |
| 3M | +12.7% | +17.6% | -4.8% | +11.6% |
| 6M | +19.0% | +47.4% | -28.4% | +16.1% |
| YTD | +55.6% | +30.9% | +24.7% | +52.8% |
| 1Y | +49.5% | +46.0% | +3.6% | +45.5% |
| 3Y | +43.2% | +130.3% | -87.2% | +33.8% |
| All | +37.4% | +40.2% | -2.8% | +29.6% |
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