+421.5%
CORZ vs LYB
-18.7%
+440.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -14.0% | +2.5% | -16.5% | -14.5% |
| 3M | -34.1% | +1.4% | -35.5% | -34.4% |
| 6M | +8.5% | -3.5% | +12.0% | +6.5% |
| YTD | +23.2% | +52.0% | -28.8% | +3.8% |
| 1Y | +15.4% | +22.1% | -6.7% | +5.3% |
| All | +421.5% | -18.7% | +440.2% | +452.9% |
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