-21.1%
LYB vs CART
+21.6%
-42.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.8% |
| 7D | -0.2% | +1.0% | -1.3% | -0.3% |
| 30D | +8.7% | +12.6% | -3.9% | +8.0% |
| 3M | -3.0% | +23.1% | -26.1% | -4.3% |
| 6M | +4.7% | +39.5% | -34.8% | +2.5% |
| YTD | +51.6% | +13.5% | +38.0% | +50.2% |
| 1Y | +24.4% | +14.9% | +9.5% | +22.5% |
| All | -21.1% | +21.6% | -42.7% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling