+50.5%
LYB vs CART
+49.3%
+1.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +6.1% | +1.3% | +4.8% | +6.1% |
| 30D | +5.3% | +19.2% | -13.8% | +6.0% |
| 3M | +4.3% | +17.6% | -13.2% | +4.9% |
| 6M | -10.8% | +47.4% | -58.2% | -9.7% |
| YTD | +53.8% | +30.9% | +22.9% | +50.2% |
| 1Y | +50.5% | +46.0% | +4.5% | +50.8% |
| All | +50.5% | +49.3% | +1.2% | +50.8% |
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