+27.3%
XOP vs CART
+39.2%
-11.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -8.4% | +0.3% | -8.6% | -8.4% |
| 30D | -8.4% | +22.4% | -30.8% | -10.2% |
| 3M | +0.2% | +15.6% | -15.5% | -1.5% |
| 6M | +7.2% | +44.9% | -37.7% | +2.5% |
| YTD | +40.8% | +30.0% | +10.8% | +36.2% |
| 1Y | +36.3% | +56.6% | -20.3% | +28.4% |
| 3Y | +37.2% | +131.9% | -94.7% | +22.0% |
| All | +27.3% | +39.2% | -11.9% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling