-3.5%
OXY vs CART
+112.9%
-116.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -11.9% | +3.0% | -14.9% | -12.0% |
| 30D | -3.1% | +28.6% | -31.7% | -4.4% |
| 3M | +1.1% | +29.1% | -28.0% | -0.4% |
| 6M | +3.2% | +44.7% | -41.5% | +0.8% |
| YTD | +39.0% | +29.2% | +9.8% | +36.7% |
| 1Y | +42.7% | +66.2% | -23.5% | +37.6% |
| 3Y | -3.5% | +112.8% | -116.4% | -11.4% |
| All | -3.5% | +112.9% | -116.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling