-5.7%
OXY vs CART
+40.2%
-45.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +4.2% | +1.3% | +2.9% | +4.1% |
| 30D | -4.3% | +19.2% | -23.5% | -5.2% |
| 3M | +2.3% | +17.6% | -15.3% | +1.3% |
| 6M | +5.5% | +47.4% | -41.8% | +3.0% |
| YTD | +44.9% | +30.9% | +14.0% | +42.4% |
| 1Y | +42.6% | +46.0% | -3.4% | +39.0% |
| 3Y | +0.7% | +130.3% | -129.6% | -6.5% |
| All | -5.7% | +40.2% | -45.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling