+34.0%
XOP vs CART
+40.2%
-6.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.9% |
| 7D | +6.3% | +1.3% | +5.1% | +6.2% |
| 30D | -6.6% | +19.2% | -25.8% | -8.2% |
| 3M | +3.6% | +17.6% | -14.0% | +1.7% |
| 6M | +10.8% | +47.4% | -36.6% | +5.7% |
| YTD | +48.3% | +30.9% | +17.4% | +43.3% |
| 1Y | +42.9% | +46.0% | -3.0% | +36.0% |
| 3Y | +43.3% | +130.3% | -87.0% | +27.4% |
| All | +34.0% | +40.2% | -6.1% | +20.6% |
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