-11.2%
CRM vs LYB
+47.1%
-58.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -3.7% | -5.7% | +2.0% | -3.2% |
| 30D | -1.1% | +4.6% | -5.7% | -1.5% |
| 3M | +15.5% | +5.5% | +10.0% | +14.9% |
| 6M | +19.5% | -19.1% | +38.5% | +21.1% |
| YTD | -15.5% | +47.1% | -62.5% | -16.2% |
| 1Y | -11.2% | +49.0% | -60.2% | -12.1% |
| All | -11.2% | +47.1% | -58.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling