+52.6%
XOM vs CART
+61.3%
-8.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -4.6% |
| 7D | -7.0% | +1.4% | -8.4% | -6.9% |
| 30D | +3.2% | +29.7% | -26.5% | +4.3% |
| 3M | +10.7% | +29.7% | -19.1% | +11.9% |
| 6M | +11.6% | +36.8% | -25.2% | +12.8% |
| YTD | +43.5% | +31.7% | +11.8% | +46.9% |
| 1Y | +52.6% | +62.4% | -9.8% | +49.0% |
| All | +52.6% | +61.3% | -8.7% | +49.0% |
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 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