+56.8%
LYB vs CART
+47.6%
+9.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.1% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +6.4% | +17.8% | -11.3% | +7.0% |
| 3M | +2.8% | +20.7% | -17.9% | +3.3% |
| 6M | -12.2% | +49.7% | -62.0% | -11.5% |
| YTD | +52.4% | +30.0% | +22.4% | +50.1% |
| 1Y | +56.8% | +48.4% | +8.4% | +57.5% |
| All | +56.8% | +47.6% | +9.2% | +57.5% |
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 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