+1,436.6%
COR vs LYB
+633.9%
+802.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | -3.1% | -0.8% | -3.3% |
| 30D | -0.3% | +4.0% | -4.4% | -1.1% |
| 3M | +15.9% | +2.4% | +13.5% | +15.0% |
| 6M | -10.3% | -1.4% | -8.8% | -10.8% |
| YTD | -3.7% | +53.9% | -57.6% | -13.0% |
| 1Y | +9.1% | +26.1% | -17.0% | +2.1% |
| 3Y | +86.6% | -21.0% | +107.6% | +89.0% |
| 5Y | +180.9% | -0.7% | +181.7% | +165.5% |
| 10Y | +407.4% | +49.3% | +358.2% | +306.8% |
| All | +1,436.6% | +633.9% | +802.7% | +704.8% |
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