+780.2%
CB vs LYB
+622.7%
+157.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -3.1% | +8.7% | -11.8% | -5.6% |
| 3M | +9.0% | -3.0% | +12.0% | +9.3% |
| 6M | +2.9% | +4.7% | -1.9% | -0.6% |
| YTD | +10.1% | +51.6% | -41.5% | -5.4% |
| 1Y | +22.8% | +24.4% | -1.6% | +11.2% |
| 3Y | +73.8% | -23.5% | +97.3% | +78.3% |
| 5Y | +99.2% | -6.5% | +105.7% | +87.9% |
| 10Y | +218.2% | +40.5% | +177.8% | +143.4% |
| All | +780.2% | +622.7% | +157.6% | +252.5% |
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 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