+29.5%
CL vs LYB
+57.8%
-28.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +3.2% | +6.1% | -2.9% | +3.5% |
| 30D | +8.0% | +5.3% | +2.7% | +8.3% |
| 3M | +7.9% | +4.3% | +3.5% | +8.1% |
| 6M | +14.7% | -10.8% | +25.5% | +13.8% |
| YTD | +29.2% | +53.8% | -24.6% | +18.2% |
| 1Y | +29.5% | +50.5% | -20.9% | +18.9% |
| All | +29.5% | +57.8% | -28.2% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling