+260.8%
CHRW vs LYB
+633.9%
-373.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +4.1% | -3.1% | +7.2% | +4.8% |
| 30D | +1.9% | +4.0% | -2.1% | +0.8% |
| 3M | -21.2% | +2.4% | -23.6% | -21.9% |
| 6M | -16.7% | -1.4% | -15.2% | -17.8% |
| YTD | -5.4% | +53.9% | -59.3% | -16.8% |
| 1Y | +21.2% | +26.1% | -4.9% | +11.3% |
| 3Y | +86.5% | -21.0% | +107.5% | +89.5% |
| 5Y | +93.0% | -0.7% | +93.8% | +83.0% |
| 10Y | +174.5% | +49.3% | +125.3% | +119.9% |
| All | +260.8% | +633.9% | -373.1% | +68.3% |
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