+626.9%
CEG vs LYB
-11.8%
+638.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.3% | -3.1% | +4.4% | +2.0% |
| 30D | +8.8% | +4.0% | +4.8% | +7.8% |
| 3M | +17.0% | +2.4% | +14.6% | +15.9% |
| 6M | -8.7% | -1.4% | -7.3% | -10.0% |
| YTD | -16.4% | +53.9% | -70.4% | -28.4% |
| 1Y | -1.8% | +26.1% | -27.8% | -10.6% |
| 3Y | +175.8% | -21.0% | +196.8% | +191.7% |
| All | +626.9% | -11.8% | +638.7% | +672.0% |
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 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