+421.5%
CARR vs LYB
+141.4%
+280.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.8% |
| 7D | -3.8% | +0.3% | -4.0% | -3.9% |
| 30D | -8.9% | +2.5% | -11.4% | -9.9% |
| 3M | -17.3% | +1.4% | -18.7% | -18.4% |
| 6M | -1.4% | -3.5% | +2.1% | -3.8% |
| YTD | +10.0% | +52.0% | -42.0% | -12.4% |
| 1Y | -6.4% | +22.1% | -28.4% | -18.7% |
| 3Y | +1.5% | -22.8% | +24.3% | +5.7% |
| 5Y | +9.3% | -3.4% | +12.7% | +1.1% |
| All | +421.5% | +141.4% | +280.1% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling