+92.0%
CHRW vs LYB
-4.6%
+96.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +4.6% | +2.5% | +2.1% | +3.9% |
| 3M | -19.7% | +1.4% | -21.1% | -20.1% |
| 6M | -12.4% | -3.5% | -8.9% | -13.5% |
| YTD | -3.9% | +52.0% | -55.9% | -16.4% |
| 1Y | +18.4% | +22.1% | -3.7% | +9.1% |
| 3Y | +88.8% | -22.8% | +111.6% | +94.8% |
| All | +92.0% | -4.6% | +96.6% | +84.9% |
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