-6.2%
OXY vs CART
+39.2%
-45.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | -5.3% | +17.8% | -23.1% | -6.1% |
| 3M | +0.2% | +20.7% | -20.5% | -0.9% |
| 6M | +4.7% | +49.7% | -45.0% | +2.1% |
| YTD | +44.0% | +30.0% | +14.0% | +41.6% |
| 1Y | +42.1% | +48.4% | -6.3% | +38.3% |
| 3Y | +1.2% | +132.0% | -130.8% | -6.1% |
| All | -6.2% | +39.2% | -45.5% | -12.3% |
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