-1.4%
LYB vs CRL
+61.1%
-62.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.3% |
| 7D | -3.1% | -4.6% | +1.5% | -4.1% |
| 30D | +4.0% | +0.5% | +3.5% | +4.2% |
| 3M | +2.4% | +46.6% | -44.2% | +12.9% |
| 6M | -1.4% | +57.3% | -58.7% | +12.9% |
| All | -1.4% | +61.1% | -62.6% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling