+6.9%
CMG vs LYB
-0.9%
+7.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | 0.0% |
| 7D | -2.1% | +0.3% | -2.3% | -2.0% |
| 30D | +10.9% | +2.5% | +8.4% | +11.6% |
| 3M | +15.8% | +1.4% | +14.5% | +16.0% |
| 6M | +6.9% | -3.5% | +10.4% | +8.7% |
| All | +6.9% | -0.9% | +7.8% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling