+871.2%
CB vs LYB
+633.0%
+238.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +2.9% | +6.1% | -3.2% | +1.2% |
| 30D | +7.3% | +5.3% | +2.0% | +5.5% |
| 3M | +9.4% | +4.3% | +5.1% | +7.6% |
| 6M | +19.6% | -10.8% | +30.4% | +22.5% |
| YTD | +21.5% | +53.8% | -32.3% | +3.6% |
| 1Y | +28.0% | +50.5% | -22.5% | +9.5% |
| 3Y | +74.9% | -16.4% | +91.3% | +74.2% |
| 5Y | +108.1% | -4.8% | +113.0% | +95.0% |
| 10Y | +251.8% | +38.2% | +213.6% | +169.7% |
| All | +871.2% | +633.0% | +238.1% | +286.1% |
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 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