+39.5%
OXY vs CART
+54.8%
-15.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -6.4% | +23.1% | -29.4% | -6.2% |
| 3M | -2.6% | +19.2% | -21.8% | -2.6% |
| 6M | +4.8% | +45.7% | -40.9% | +4.3% |
| YTD | +41.2% | +30.9% | +10.3% | +38.7% |
| 1Y | +39.5% | +50.2% | -10.7% | +35.3% |
| All | +39.5% | +54.8% | -15.3% | +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 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