+444.5%
CORZ vs LYB
-17.5%
+462.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.4% |
| 7D | +16.6% | -0.9% | +17.4% | +16.7% |
| 30D | -10.9% | +9.5% | -20.4% | -12.4% |
| 3M | -31.0% | +1.3% | -32.3% | -31.3% |
| 6M | +26.0% | -1.7% | +27.8% | +23.3% |
| YTD | +28.6% | +54.1% | -25.5% | +8.1% |
| 1Y | +34.5% | +25.7% | +8.8% | +21.6% |
| All | +444.5% | -17.5% | +462.0% | +476.0% |
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