+8.9%
CAT vs LYB
+47.4%
-38.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.7% | -0.5% | -5.6% |
| 7D | -17.1% | -6.2% | -10.9% | -17.5% |
| 30D | -30.1% | +6.3% | -36.4% | -29.6% |
| 3M | -32.4% | +4.1% | -36.5% | -31.9% |
| 6M | -32.1% | -15.5% | -16.6% | -31.9% |
| YTD | +4.1% | +50.2% | -46.1% | -4.6% |
| 1Y | +8.9% | +50.6% | -41.7% | +0.2% |
| All | +8.9% | +47.4% | -38.5% | +0.2% |
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