-20.0%
CPNG vs LYB
-23.1%
+3.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -7.4% | +2.5% | -9.8% | -7.7% |
| 3M | -12.3% | +1.4% | -13.7% | -12.6% |
| 6M | -19.4% | -3.5% | -16.0% | -20.0% |
| YTD | -35.9% | +52.0% | -87.9% | -42.4% |
| 1Y | -53.4% | +22.1% | -75.5% | -55.8% |
| 3Y | -20.0% | -22.8% | +2.8% | -20.4% |
| All | -20.0% | -23.1% | +3.1% | -20.4% |
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