-0.8%
CRM vs LYB
-4.6%
+3.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.2% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +28.1% | +2.5% | +25.7% | +27.2% |
| 3M | +48.8% | +1.4% | +47.4% | +47.7% |
| 6M | +28.3% | -3.5% | +31.7% | +27.5% |
| YTD | -6.0% | +52.0% | -58.0% | -18.7% |
| 1Y | +1.4% | +22.1% | -20.6% | -6.5% |
| 3Y | +11.8% | -22.8% | +34.6% | +18.5% |
| All | -0.8% | -4.6% | +3.8% | -3.1% |
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 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