-49.3%
CCI vs LYB
-4.6%
-44.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | +2.2% | +2.5% | -0.2% | +1.8% |
| 3M | -16.9% | +1.4% | -18.3% | -17.2% |
| 6M | -11.5% | -3.5% | -8.0% | -12.3% |
| YTD | -12.8% | +52.0% | -64.8% | -20.1% |
| 1Y | -17.1% | +22.1% | -39.1% | -21.3% |
| 3Y | -9.6% | -22.8% | +13.1% | -6.5% |
| All | -49.3% | -4.6% | -44.7% | -49.0% |
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