-2.7%
XOP vs CART
+35.2%
-37.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.9% |
| 7D | -12.7% | +1.2% | -13.9% | -12.7% |
| 30D | -7.6% | +27.1% | -34.7% | -7.8% |
| 3M | +5.8% | +27.4% | -21.6% | +4.9% |
| 6M | -2.7% | +32.1% | -34.9% | -4.3% |
| All | -2.7% | +35.2% | -37.9% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling