-25.8%
CCL vs LYB
+633.9%
-659.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -4.4% | -3.1% | -1.3% | -2.9% |
| 30D | -18.2% | +4.0% | -22.2% | -20.3% |
| 3M | -17.7% | +2.4% | -20.1% | -20.3% |
| 6M | -13.0% | -1.4% | -11.6% | -19.1% |
| YTD | -24.5% | +53.9% | -78.4% | -47.0% |
| 1Y | -26.9% | +26.1% | -53.0% | -43.0% |
| 3Y | +50.8% | -21.0% | +71.8% | +51.1% |
| 5Y | -0.9% | -0.7% | -0.2% | -12.3% |
| 10Y | -41.7% | +49.3% | -90.9% | -57.2% |
| All | -25.8% | +633.9% | -659.8% | -77.3% |
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