+233.7%
CCI vs LYB
+624.6%
-390.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -16.9% | +1.4% | -18.3% | -17.2% |
| 6M | -11.5% | -3.5% | -8.0% | -12.0% |
| YTD | -12.8% | +52.0% | -64.8% | -20.8% |
| 1Y | -17.1% | +22.1% | -39.1% | -21.7% |
| 3Y | -9.6% | -22.8% | +13.1% | -8.0% |
| 5Y | -48.9% | -3.4% | -45.6% | -50.9% |
| 10Y | +23.2% | +47.4% | -24.1% | -1.7% |
| All | +233.7% | +624.6% | -390.9% | +63.3% |
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