+642.3%
LYB vs CRL
+718.9%
-76.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -3.1% | -4.6% | +1.5% | -1.4% |
| 30D | +4.0% | +0.5% | +3.5% | +3.7% |
| 3M | +2.4% | +46.6% | -44.2% | -12.6% |
| 6M | -1.4% | +57.3% | -58.7% | -20.2% |
| YTD | +53.9% | +39.5% | +14.4% | +29.7% |
| 1Y | +26.1% | +76.9% | -50.8% | -4.5% |
| 3Y | -21.0% | +39.4% | -60.4% | -38.8% |
| 5Y | -0.7% | -37.2% | +36.4% | +5.3% |
| 10Y | +49.3% | +253.4% | -204.2% | -39.5% |
| All | +642.3% | +718.9% | -76.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling