-42.6%
CCL vs LYB
+48.3%
-90.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -17.8% | +2.5% | -20.2% | -19.5% |
| 3M | -18.7% | +1.4% | -20.1% | -21.1% |
| 6M | -11.4% | -3.5% | -7.9% | -18.3% |
| YTD | -24.3% | +52.0% | -76.3% | -51.8% |
| 1Y | -28.8% | +22.1% | -50.9% | -47.3% |
| 3Y | +49.3% | -22.8% | +72.1% | +51.3% |
| 5Y | +1.6% | -3.4% | +5.0% | -14.4% |
| All | -42.6% | +48.3% | -90.9% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling