+872.0%
CAH vs LYB
+624.6%
+247.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +0.2% | +2.5% | -2.3% | -0.5% |
| 3M | +6.3% | +1.4% | +4.9% | +5.5% |
| 6M | +9.4% | -3.5% | +12.9% | +8.6% |
| YTD | +15.0% | +52.0% | -37.0% | +1.1% |
| 1Y | +55.4% | +22.1% | +33.4% | +43.6% |
| 3Y | +173.8% | -22.8% | +196.6% | +178.4% |
| 5Y | +395.2% | -3.4% | +398.6% | +365.0% |
| 10Y | +293.2% | +47.4% | +245.9% | +207.4% |
| All | +872.0% | +624.6% | +247.4% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling