+132.5%
CNP vs LYB
+48.3%
+84.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -2.9% | +2.5% | -5.4% | -3.7% |
| 3M | -7.5% | +1.4% | -8.9% | -8.3% |
| 6M | -7.9% | -3.5% | -4.4% | -8.7% |
| YTD | +3.7% | +52.0% | -48.2% | -11.5% |
| 1Y | +4.6% | +22.1% | -17.5% | -5.0% |
| 3Y | +49.1% | -22.8% | +71.9% | +54.2% |
| 5Y | +69.2% | -3.4% | +72.6% | +55.6% |
| All | +132.5% | +48.3% | +84.2% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling