-19.8%
LYB vs CART
+11.0%
-30.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | -3.1% | -9.5% | +6.4% | -2.6% |
| 30D | +4.0% | -7.8% | +11.8% | +4.4% |
| 3M | +2.4% | +10.4% | -8.0% | +1.6% |
| 6M | -1.4% | +20.1% | -21.5% | -2.7% |
| YTD | +53.9% | +3.7% | +50.3% | +53.2% |
| 1Y | +26.1% | +2.6% | +23.5% | +25.0% |
| All | -19.8% | +11.0% | -30.9% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling