+604.3%
CEG vs LYB
-12.9%
+617.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | +2.3% | +2.5% | -0.1% | +1.7% |
| 3M | +15.6% | +1.4% | +14.2% | +14.8% |
| 6M | -5.0% | -3.5% | -1.5% | -5.9% |
| YTD | -19.0% | +52.0% | -71.0% | -30.5% |
| 1Y | -10.0% | +22.1% | -32.0% | -17.2% |
| 3Y | +163.9% | -22.8% | +186.7% | +181.1% |
| All | +604.3% | -12.9% | +617.2% | +650.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling