+47.5%
CSGP vs LYB
+45.6%
+1.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | +0.3% | +9.5% | -9.2% | -2.0% |
| 3M | -9.1% | +1.3% | -10.4% | -9.9% |
| 6M | -37.3% | -1.7% | -35.5% | -38.1% |
| YTD | -54.9% | +54.1% | -109.0% | -60.7% |
| 1Y | -65.5% | +25.7% | -91.2% | -68.5% |
| 3Y | -63.3% | -20.9% | -42.3% | -62.5% |
| 5Y | -65.8% | -1.5% | -64.2% | -67.4% |
| All | +47.5% | +45.6% | +1.9% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling