+531.2%
CSCO vs LYB
+633.9%
-102.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -10.7% | +4.0% | -14.8% | -11.9% |
| 3M | -8.7% | +2.4% | -11.2% | -9.9% |
| 6M | +44.9% | -1.4% | +46.3% | +42.7% |
| YTD | +44.1% | +53.9% | -9.8% | +23.4% |
| 1Y | +65.9% | +26.1% | +39.8% | +49.7% |
| 3Y | +109.0% | -21.0% | +130.0% | +113.1% |
| 5Y | +114.8% | -0.7% | +115.5% | +100.0% |
| 10Y | +377.3% | +49.3% | +328.1% | +258.3% |
| All | +531.2% | +633.9% | -102.8% | +138.2% |
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