+26.0%
XOP vs CART
+38.4%
-12.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -14.7% | +3.0% | -17.7% | -15.0% |
| 30D | -7.7% | +28.6% | -36.2% | -10.0% |
| 3M | +4.4% | +29.1% | -24.6% | +1.5% |
| 6M | +3.5% | +44.7% | -41.2% | -1.0% |
| YTD | +39.4% | +29.2% | +10.2% | +34.9% |
| 1Y | +39.8% | +66.2% | -26.4% | +30.6% |
| 3Y | +29.7% | +112.8% | -83.2% | +15.6% |
| All | +26.0% | +38.4% | -12.3% | +13.6% |
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