-45.7%
CPNG vs LYB
+47.1%
-92.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.9% |
| 7D | +12.7% | -5.7% | +18.4% | +12.0% |
| 30D | +13.9% | +4.6% | +9.3% | +13.9% |
| 3M | +2.6% | +5.5% | -2.9% | +2.8% |
| 6M | -20.9% | -19.1% | -1.8% | -21.3% |
| YTD | -30.4% | +47.1% | -77.5% | -30.7% |
| 1Y | -45.7% | +49.0% | -94.7% | -45.9% |
| All | -45.7% | +47.1% | -92.8% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling