+51.0%
CL vs LYB
+48.3%
+2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -6.0% | +2.5% | -8.4% | -6.3% |
| 3M | -2.3% | +1.4% | -3.7% | -2.6% |
| 6M | -2.0% | -3.5% | +1.5% | -2.5% |
| YTD | +11.8% | +52.0% | -40.1% | +4.8% |
| 1Y | +5.8% | +22.1% | -16.2% | +1.7% |
| 3Y | +25.9% | -22.8% | +48.7% | +26.9% |
| 5Y | +26.9% | -3.4% | +30.3% | +22.8% |
| All | +51.0% | +48.3% | +2.8% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling