+705.2%
CME vs LYB
+633.9%
+71.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | -3.1% | +2.5% | +0.1% |
| 30D | +4.7% | +4.0% | +0.6% | +3.5% |
| 3M | +7.8% | +2.4% | +5.4% | +6.9% |
| 6M | -11.0% | -1.4% | -9.5% | -11.7% |
| YTD | +4.0% | +53.9% | -49.9% | -8.3% |
| 1Y | +9.1% | +26.1% | -17.0% | +0.6% |
| 3Y | +52.3% | -21.0% | +73.3% | +54.6% |
| 5Y | +76.1% | -0.7% | +76.8% | +63.5% |
| 10Y | +280.6% | +49.3% | +231.3% | +181.5% |
| All | +705.2% | +633.9% | +71.3% | +220.3% |
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