-4.9%
CARR vs LYB
+47.1%
-52.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.5% |
| 7D | -4.2% | -5.7% | +1.5% | -4.5% |
| 30D | -4.7% | +4.6% | -9.3% | -4.6% |
| 3M | -18.3% | +5.5% | -23.8% | -18.1% |
| 6M | -16.4% | -19.1% | +2.6% | -15.9% |
| YTD | +2.3% | +47.1% | -44.8% | -12.8% |
| 1Y | -4.9% | +49.0% | -53.9% | -19.4% |
| All | -4.9% | +47.1% | -52.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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