+50.6%
LYB vs CART
+61.3%
-10.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -4.7% |
| 7D | -6.2% | +1.4% | -7.6% | -6.2% |
| 30D | +6.3% | +29.7% | -23.4% | +6.7% |
| 3M | +4.1% | +29.7% | -25.6% | +4.4% |
| 6M | -15.5% | +36.8% | -52.3% | -15.3% |
| YTD | +50.2% | +31.7% | +18.6% | +50.7% |
| 1Y | +50.6% | +62.4% | -11.8% | +35.7% |
| All | +50.6% | +61.3% | -10.7% | +35.7% |
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