+179.3%
COR vs LYB
-4.6%
+183.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +2.6% | +2.5% | +0.1% | +2.4% |
| 3M | +14.5% | +1.4% | +13.1% | +14.2% |
| 6M | -7.8% | -3.5% | -4.3% | -7.8% |
| YTD | -4.2% | +52.0% | -56.2% | -7.6% |
| 1Y | +7.0% | +22.1% | -15.0% | +5.3% |
| 3Y | +85.5% | -22.8% | +108.3% | +94.3% |
| All | +179.3% | -4.6% | +183.9% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling