+101.0%
CB vs LYB
-1.9%
+102.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.8% | -0.7% | -2.0% | -2.6% |
| 30D | -2.4% | +1.5% | -4.0% | -2.7% |
| 3M | +2.8% | -0.3% | +3.1% | +2.6% |
| 6M | +4.8% | +0.1% | +4.7% | +3.4% |
| YTD | +9.2% | +53.4% | -44.3% | -2.0% |
| 1Y | +22.8% | +25.6% | -2.8% | +14.8% |
| 3Y | +71.1% | -21.3% | +92.4% | +79.0% |
| 5Y | +101.0% | -2.4% | +103.4% | +87.1% |
| All | +101.0% | -1.9% | +102.9% | +87.1% |
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