+49.3%
CCL vs LYB
-23.1%
+72.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -17.8% | +2.5% | -20.2% | -18.1% |
| 3M | -18.7% | +1.4% | -20.1% | -18.9% |
| 6M | -11.4% | -3.5% | -7.9% | -15.0% |
| YTD | -24.3% | +52.0% | -76.3% | -41.7% |
| 1Y | -28.8% | +22.1% | -50.9% | -39.0% |
| 3Y | +49.3% | -22.8% | +72.1% | +42.8% |
| All | +49.3% | -23.1% | +72.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling