+245.6%
CRH vs LYB
+48.3%
+197.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.4% |
| 7D | -6.1% | +0.3% | -6.3% | -6.2% |
| 30D | -9.3% | +2.5% | -11.7% | -10.4% |
| 3M | -15.2% | +1.4% | -16.6% | -16.6% |
| 6M | -14.2% | -3.5% | -10.7% | -16.7% |
| YTD | -28.3% | +52.0% | -80.2% | -44.1% |
| 1Y | -21.8% | +22.1% | -43.8% | -33.3% |
| 3Y | +71.6% | -22.8% | +94.4% | +77.2% |
| 5Y | +96.6% | -3.4% | +100.0% | +79.2% |
| All | +245.6% | +48.3% | +197.4% | +141.0% |
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