+41.0%
CVX vs CART
+51.1%
-10.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 3M | +9.3% | +15.6% | -6.3% | +10.0% |
| 6M | +18.4% | +44.9% | -26.5% | +20.0% |
| YTD | +42.5% | +30.0% | +12.5% | +42.4% |
| 1Y | +41.0% | +56.6% | -15.6% | +35.4% |
| All | +41.0% | +51.1% | -10.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling