+56.0%
XOM vs CART
+38.4%
+17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | -11.4% | +3.0% | -14.4% | -11.5% |
| 30D | +1.1% | +28.6% | -27.4% | +0.4% |
| 3M | +7.8% | +29.1% | -21.3% | +6.9% |
| 6M | +13.0% | +44.7% | -31.7% | +11.5% |
| YTD | +40.6% | +29.2% | +11.4% | +39.5% |
| 1Y | +49.1% | +66.2% | -17.1% | +45.8% |
| 3Y | +72.9% | +112.8% | -39.9% | +62.5% |
| All | +56.0% | +38.4% | +17.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling