+25.6%
LYB vs CART
+4.1%
+21.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -0.7% | -8.7% | +8.0% | -0.6% |
| 30D | +1.5% | -4.4% | +5.9% | +1.6% |
| 3M | -0.3% | +14.6% | -14.9% | -1.0% |
| 6M | +0.1% | +24.4% | -24.3% | -0.5% |
| YTD | +53.4% | +5.0% | +48.4% | +54.3% |
| 1Y | +25.6% | +0.5% | +25.1% | +20.9% |
| All | +25.6% | +4.1% | +21.6% | +20.9% |
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