+395.3%
CNP vs LYB
+631.6%
-236.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.2% | -0.7% | -1.4% | -2.0% |
| 30D | -2.1% | +1.5% | -3.6% | -2.6% |
| 3M | -7.9% | -0.3% | -7.6% | -8.3% |
| 6M | -8.3% | +0.1% | -8.4% | -9.9% |
| YTD | +3.8% | +53.4% | -49.7% | -10.3% |
| 1Y | +5.9% | +25.6% | -19.8% | -3.8% |
| 3Y | +49.3% | -21.3% | +70.6% | +52.0% |
| 5Y | +69.3% | -2.4% | +71.7% | +57.3% |
| 10Y | +136.0% | +48.8% | +87.3% | +72.9% |
| All | +395.3% | +631.6% | -236.2% | +124.1% |
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 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