+1.4%
CRM vs LYB
+24.5%
-23.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.0% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +28.1% | +2.5% | +25.7% | +27.9% |
| 3M | +48.8% | +1.4% | +47.4% | +48.4% |
| 6M | +28.3% | -3.5% | +31.7% | +28.3% |
| YTD | -6.0% | +52.0% | -58.0% | -7.2% |
| 1Y | +1.4% | +22.1% | -20.6% | +1.3% |
| All | +1.4% | +24.5% | -23.1% | +1.3% |
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 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