+41.9%
CMI vs LYB
+25.6%
+16.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +2.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -13.4% | +8.7% | -22.2% | -13.1% |
| 3M | -17.0% | -3.0% | -14.0% | -16.5% |
| 6M | -1.6% | +4.7% | -6.4% | -4.9% |
| YTD | +11.0% | +51.6% | -40.6% | +1.5% |
| 1Y | +41.9% | +24.4% | +17.6% | +31.5% |
| All | +41.9% | +25.6% | +16.3% | +31.5% |
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