+1,238.1%
CMG vs LYB
+624.6%
+613.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | +10.9% | +2.5% | +8.4% | +10.2% |
| 3M | +15.8% | +1.4% | +14.5% | +15.0% |
| 6M | +6.9% | -3.5% | +10.4% | +5.6% |
| YTD | -2.2% | +52.0% | -54.1% | -14.9% |
| 1Y | -7.1% | +22.1% | -29.1% | -14.6% |
| 3Y | -7.1% | -22.8% | +15.6% | -5.2% |
| 5Y | -4.8% | -3.4% | -1.4% | -9.6% |
| 10Y | +324.3% | +47.4% | +277.0% | +229.1% |
| All | +1,238.1% | +624.6% | +613.5% | +406.1% |
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