+67.3%
CSGP vs LYB
+34.0%
+33.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.7% |
| 7D | -1.8% | -11.0% | +9.2% | +0.9% |
| 30D | +5.3% | -0.9% | +6.2% | +5.5% |
| 3M | +3.3% | +0.9% | +2.4% | +2.8% |
| 6M | -4.7% | -15.4% | +10.7% | -1.4% |
| YTD | -53.5% | +42.0% | -95.5% | -58.8% |
| 1Y | -53.7% | +47.0% | -100.8% | -59.4% |
| 3Y | -59.7% | -21.2% | -38.6% | -59.0% |
| 5Y | -62.5% | -9.7% | -52.8% | -63.5% |
| 10Y | +67.3% | +29.6% | +37.7% | +44.9% |
| All | +67.3% | +34.0% | +33.3% | +44.9% |
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 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