+239.9%
CL vs LYB
+626.8%
-386.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -0.8% | +3.7% | -4.5% | -1.2% |
| 30D | +9.5% | +6.4% | +3.0% | +8.5% |
| 3M | +6.6% | +2.8% | +3.9% | +6.1% |
| 6M | +13.2% | -12.2% | +25.5% | +14.7% |
| YTD | +26.9% | +52.4% | -25.6% | +17.9% |
| 1Y | +27.6% | +56.8% | -29.2% | +18.0% |
| 3Y | +39.1% | -17.2% | +56.3% | +38.9% |
| 5Y | +41.3% | -5.6% | +46.9% | +36.8% |
| 10Y | +83.9% | +37.0% | +46.9% | +56.2% |
| All | +239.9% | +626.8% | -386.9% | +109.4% |
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