+19.3%
CDE vs LYB
+624.6%
-605.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | +9.5% | +2.5% | +7.0% | +8.0% |
| 3M | +25.5% | +1.4% | +24.1% | +22.9% |
| 6M | -7.9% | -3.5% | -4.4% | -11.2% |
| YTD | +15.6% | +52.0% | -36.4% | -13.3% |
| 1Y | +34.0% | +22.1% | +12.0% | +11.1% |
| 3Y | +791.9% | -22.8% | +814.7% | +827.8% |
| 5Y | +197.7% | -3.4% | +201.1% | +173.7% |
| 10Y | +55.0% | +47.4% | +7.7% | -1.2% |
| All | +19.3% | +624.6% | -605.3% | -70.3% |
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