+26.3%
XOP vs CART
+37.6%
-11.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.7% |
| 7D | -12.7% | +1.2% | -13.9% | -12.9% |
| 30D | -7.6% | +27.1% | -34.7% | -9.8% |
| 3M | +5.8% | +27.4% | -21.6% | +3.0% |
| 6M | -2.7% | +32.1% | -34.9% | -6.0% |
| YTD | +39.7% | +28.5% | +11.2% | +35.2% |
| 1Y | +42.4% | +58.8% | -16.4% | +33.8% |
| 3Y | +26.4% | +114.8% | -88.3% | +12.7% |
| All | +26.3% | +37.6% | -11.3% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling