-4.9%
LYB vs CRL
-37.1%
+32.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.3% |
| 7D | +0.3% | -3.5% | +3.8% | +1.0% |
| 30D | +2.5% | -2.1% | +4.6% | +2.8% |
| 3M | +1.4% | +48.0% | -46.6% | -7.4% |
| 6M | -3.5% | +64.7% | -68.2% | -15.3% |
| YTD | +52.0% | +39.5% | +12.5% | +38.8% |
| 1Y | +22.1% | +74.2% | -52.1% | +4.5% |
| 3Y | -22.8% | +39.4% | -62.1% | -33.5% |
| All | -4.9% | -37.1% | +32.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling