+30.7%
XOP vs CART
+40.2%
-9.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | -7.3% | +23.1% | -30.4% | -9.2% |
| 3M | +1.4% | +19.2% | -17.8% | -0.6% |
| 6M | +7.8% | +45.7% | -37.9% | +3.0% |
| YTD | +44.5% | +30.9% | +13.6% | +39.7% |
| 1Y | +37.0% | +50.2% | -13.1% | +29.9% |
| 3Y | +40.8% | +133.5% | -92.7% | +25.1% |
| All | +30.7% | +40.2% | -9.5% | +17.6% |
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