+394.0%
CAH vs LYB
-4.6%
+398.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +0.2% | +2.5% | -2.3% | -0.1% |
| 3M | +6.3% | +1.4% | +4.9% | +6.0% |
| 6M | +9.4% | -3.5% | +12.9% | +9.0% |
| YTD | +15.0% | +52.0% | -37.0% | +7.4% |
| 1Y | +55.4% | +22.1% | +33.4% | +50.2% |
| 3Y | +173.8% | -22.8% | +196.6% | +188.7% |
| All | +394.0% | -4.6% | +398.6% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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