+17.1%
CDNS vs LYB
-22.4%
+39.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -13.0% | +1.5% | -14.5% | -13.3% |
| 3M | -26.0% | -0.3% | -25.7% | -26.1% |
| 6M | -2.8% | +0.1% | -2.9% | -4.6% |
| YTD | -8.8% | +53.4% | -62.3% | -20.0% |
| 1Y | -15.8% | +25.6% | -41.5% | -22.0% |
| All | +17.1% | -22.4% | +39.6% | +20.0% |
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