+1,009.5%
CMI vs LYB
+624.6%
+384.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -12.4% | +2.5% | -14.9% | -13.5% |
| 3M | -14.8% | +1.4% | -16.2% | -16.3% |
| 6M | +0.8% | -3.5% | +4.3% | -1.9% |
| YTD | +10.2% | +52.0% | -41.8% | -14.2% |
| 1Y | +37.4% | +22.1% | +15.4% | +17.2% |
| 3Y | +153.3% | -22.8% | +176.1% | +163.1% |
| 5Y | +167.6% | -3.4% | +171.0% | +145.7% |
| 10Y | +514.4% | +47.4% | +467.0% | +308.6% |
| All | +1,009.5% | +624.6% | +384.8% | +131.4% |
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