+425.9%
CORZ vs LYB
-17.6%
+443.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +7.6% | -3.1% | +10.7% | +8.1% |
| 30D | -6.9% | +4.0% | -11.0% | -7.7% |
| 3M | -33.0% | +2.4% | -35.4% | -33.5% |
| 6M | +19.3% | -1.4% | +20.8% | +16.6% |
| YTD | +24.2% | +53.9% | -29.7% | +4.5% |
| 1Y | +24.5% | +26.1% | -1.6% | +12.4% |
| All | +425.9% | -17.6% | +443.5% | +456.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling