+3.6%
CMI vs LYB
+47.1%
-43.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -5.0% |
| 7D | -13.4% | -5.7% | -7.7% | -13.6% |
| 30D | -16.2% | +4.6% | -20.8% | -15.9% |
| 3M | -30.8% | +5.5% | -36.2% | -30.4% |
| 6M | -33.1% | -19.1% | -14.0% | -33.0% |
| YTD | -11.2% | +47.1% | -58.3% | -18.9% |
| 1Y | +3.6% | +49.0% | -45.4% | -5.1% |
| All | +3.6% | +47.1% | -43.5% | -5.1% |
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 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