+37.6%
XOP vs CART
+112.9%
-75.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -10.0% | +1.5% | -11.5% | -10.2% |
| 30D | -9.1% | +22.4% | -31.5% | -11.1% |
| 3M | +5.1% | +16.5% | -11.4% | +3.1% |
| 6M | +6.4% | +44.9% | -38.5% | +1.2% |
| YTD | +39.7% | +30.0% | +9.7% | +34.7% |
| 1Y | +37.2% | +59.1% | -21.8% | +28.0% |
| 3Y | +37.6% | +138.8% | -101.2% | +16.4% |
| All | +37.6% | +112.9% | -75.3% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling