-19.7%
LYB vs CART
+14.3%
-34.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.0% |
| 7D | -0.9% | -4.1% | +3.2% | -0.7% |
| 30D | +9.5% | -4.3% | +13.8% | +9.7% |
| 3M | +1.3% | +13.1% | -11.8% | +0.4% |
| 6M | -1.7% | +26.0% | -27.8% | -3.3% |
| YTD | +54.1% | +6.7% | +47.4% | +53.2% |
| 1Y | +25.7% | +6.3% | +19.4% | +24.3% |
| All | -19.7% | +14.3% | -34.0% | -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 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