-20.1%
LYB vs CART
+12.5%
-32.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.7% | -8.7% | +8.0% | -0.3% |
| 30D | +1.5% | -4.4% | +5.9% | +1.7% |
| 3M | -0.3% | +14.6% | -14.9% | -1.3% |
| 6M | +0.1% | +24.4% | -24.3% | -1.5% |
| YTD | +53.4% | +5.0% | +48.4% | +52.6% |
| 1Y | +25.6% | +0.5% | +25.1% | +24.7% |
| All | -20.1% | +12.5% | -32.6% | -25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling