+44.2%
CVX vs CART
+38.4%
+5.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -9.7% | +3.0% | -12.7% | -9.8% |
| 30D | +3.6% | +28.6% | -24.9% | +2.6% |
| 3M | +13.3% | +29.1% | -15.7% | +12.1% |
| 6M | +16.9% | +44.7% | -27.8% | +14.8% |
| YTD | +43.4% | +29.2% | +14.2% | +41.6% |
| 1Y | +44.5% | +66.2% | -21.7% | +40.2% |
| 3Y | +64.0% | +112.8% | -48.8% | +53.5% |
| All | +44.2% | +38.4% | +5.8% | +36.2% |
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