+46.3%
LYB vs CRS
+1,392.1%
-1,345.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.3% | -6.8% | +7.0% | +2.6% |
| 30D | +2.5% | -16.1% | +18.6% | +8.4% |
| 3M | +1.4% | -21.2% | +22.6% | +8.4% |
| 6M | -3.5% | +8.7% | -12.2% | -10.3% |
| YTD | +52.0% | +41.0% | +11.0% | +26.9% |
| 1Y | +22.1% | +82.7% | -60.6% | -9.4% |
| 3Y | -22.8% | +604.8% | -627.6% | -69.5% |
| 5Y | -3.4% | +1,384.7% | -1,388.1% | -74.7% |
| All | +46.3% | +1,392.1% | -1,345.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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