-18.8%
LYB vs CART
+135.4%
-154.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +5.3% | +23.1% | -17.7% | +4.3% |
| 3M | -1.2% | +19.2% | -20.4% | -2.1% |
| 6M | -13.1% | +45.7% | -58.8% | -15.1% |
| YTD | +49.3% | +30.9% | +18.5% | +47.0% |
| 1Y | +51.8% | +50.2% | +1.6% | +47.6% |
| All | -18.8% | +135.4% | -154.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling