+4.5%
CI vs LYB
-23.1%
+27.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +1.8% | +2.5% | -0.7% | +1.4% |
| 3M | -4.2% | +1.4% | -5.6% | -4.7% |
| 6M | +8.8% | -3.5% | +12.3% | +7.8% |
| YTD | +3.7% | +52.0% | -48.2% | -6.3% |
| 1Y | -6.1% | +22.1% | -28.2% | -11.8% |
| 3Y | +4.5% | -22.8% | +27.2% | +8.0% |
| All | +4.5% | -23.1% | +27.6% | +8.0% |
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