+327.9%
CAT vs LYB
-1.9%
+329.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -4.5% | +1.5% | -6.1% | -5.3% |
| 3M | -5.8% | -0.3% | -5.5% | -6.4% |
| 6M | +12.7% | +0.1% | +12.7% | +7.4% |
| YTD | +41.4% | +53.4% | -12.1% | +6.1% |
| 1Y | +92.1% | +25.6% | +66.4% | +59.0% |
| 3Y | +197.5% | -21.3% | +218.7% | +226.0% |
| 5Y | +327.9% | -2.4% | +330.4% | +295.9% |
| All | +327.9% | -1.9% | +329.8% | +295.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling