+1,664.8%
CAT vs LYB
+634.9%
+1,029.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.3% |
| 7D | +5.6% | -0.9% | +6.4% | +5.9% |
| 30D | -2.3% | +9.5% | -11.8% | -6.8% |
| 3M | -10.0% | +1.3% | -11.3% | -11.9% |
| 6M | +21.2% | -1.7% | +23.0% | +16.6% |
| YTD | +44.4% | +54.1% | -9.7% | +9.2% |
| 1Y | +96.3% | +25.7% | +70.6% | +62.3% |
| 3Y | +203.9% | -20.9% | +224.8% | +213.8% |
| 5Y | +333.5% | -1.5% | +335.0% | +296.2% |
| 10Y | +1,126.0% | +45.0% | +1,081.1% | +763.2% |
| All | +1,664.8% | +634.9% | +1,029.9% | +376.9% |
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