+43.2%
CVX vs CART
+39.2%
+4.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.2% | +0.3% | -6.5% | -6.2% |
| 30D | -0.4% | +22.4% | -22.8% | -1.1% |
| 3M | +9.3% | +15.6% | -6.3% | +8.6% |
| 6M | +18.4% | +44.9% | -26.5% | +16.3% |
| YTD | +42.5% | +30.0% | +12.5% | +40.7% |
| 1Y | +41.0% | +56.6% | -15.6% | +37.5% |
| 3Y | +67.5% | +131.9% | -64.4% | +56.6% |
| All | +43.2% | +39.2% | +4.0% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling