+1,008.8%
CNC vs LYB
+624.6%
+384.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.0% | +2.5% | -3.4% | -1.8% |
| 3M | +4.5% | +1.4% | +3.2% | +3.5% |
| 6M | +85.2% | -3.5% | +88.7% | +83.5% |
| YTD | +61.4% | +52.0% | +9.4% | +37.9% |
| 1Y | +94.9% | +22.1% | +72.8% | +77.2% |
| 3Y | 0.0% | -22.8% | +22.8% | +2.3% |
| 5Y | +11.2% | -3.4% | +14.6% | +2.7% |
| 10Y | +98.7% | +47.4% | +51.4% | +42.2% |
| All | +1,008.8% | +624.6% | +384.2% | +260.7% |
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 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