+1,070.1%
CRM vs LYB
+624.6%
+445.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.3% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | +28.1% | +2.5% | +25.7% | +26.9% |
| 3M | +48.8% | +1.4% | +47.4% | +47.3% |
| 6M | +28.3% | -3.5% | +31.7% | +27.4% |
| YTD | -6.0% | +52.0% | -58.0% | -21.0% |
| 1Y | +1.4% | +22.1% | -20.6% | -8.7% |
| 3Y | +11.8% | -22.8% | +34.6% | +15.6% |
| 5Y | -2.0% | -3.4% | +1.3% | -8.3% |
| 10Y | +239.6% | +47.4% | +192.3% | +134.7% |
| All | +1,070.1% | +624.6% | +445.5% | +235.6% |
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