+165.1%
CEG vs LYB
-22.4%
+187.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +2.9% | +1.5% | +1.4% | +2.6% |
| 3M | +18.2% | -0.3% | +18.5% | +18.0% |
| 6M | -9.5% | +0.1% | -9.6% | -10.8% |
| YTD | -18.7% | +53.4% | -72.1% | -27.6% |
| 1Y | -10.1% | +25.6% | -35.8% | -15.6% |
| All | +165.1% | -22.4% | +187.5% | +185.7% |
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