+46.3%
LYB vs CRL
+256.1%
-209.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.6% |
| 7D | +0.3% | -3.5% | +3.8% | +1.4% |
| 30D | +2.5% | -2.1% | +4.6% | +3.0% |
| 3M | +1.4% | +48.0% | -46.6% | -12.1% |
| 6M | -3.5% | +64.7% | -68.2% | -21.2% |
| YTD | +52.0% | +39.5% | +12.5% | +31.0% |
| 1Y | +22.1% | +74.2% | -52.1% | -4.0% |
| 3Y | -22.8% | +39.4% | -62.1% | -38.3% |
| 5Y | -3.4% | -36.9% | +33.5% | +5.3% |
| All | +46.3% | +256.1% | -209.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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