+44.4%
CVX vs CART
+37.6%
+6.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.8% |
| 7D | -8.0% | +1.2% | -9.2% | -8.0% |
| 30D | +2.6% | +27.1% | -24.5% | +1.6% |
| 3M | +15.2% | +27.4% | -12.2% | +14.0% |
| 6M | +12.5% | +32.1% | -19.6% | +11.0% |
| YTD | +43.6% | +28.5% | +15.1% | +41.9% |
| 1Y | +45.0% | +58.8% | -13.8% | +41.1% |
| 3Y | +63.5% | +114.8% | -51.2% | +53.1% |
| All | +44.4% | +37.6% | +6.8% | +36.5% |
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