+1,144.3%
CAT vs LYB
+48.3%
+1,096.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -4.3% | +2.5% | -6.8% | -5.7% |
| 3M | -8.6% | +1.4% | -10.0% | -10.4% |
| 6M | +16.1% | -3.5% | +19.6% | +12.5% |
| YTD | +43.8% | +52.0% | -8.2% | +8.0% |
| 1Y | +91.5% | +22.1% | +69.4% | +59.4% |
| 3Y | +202.7% | -22.8% | +225.5% | +218.6% |
| 5Y | +335.1% | -3.4% | +338.5% | +300.2% |
| All | +1,144.3% | +48.3% | +1,096.1% | +799.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling