-53.5%
CSGP vs LYB
+45.7%
-99.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | -1.8% | -11.0% | +9.2% | -1.1% |
| 30D | +5.3% | -0.9% | +6.2% | +5.4% |
| 3M | +3.3% | +0.9% | +2.4% | +3.1% |
| 6M | -4.7% | -15.4% | +10.7% | -4.1% |
| YTD | -53.5% | +42.0% | -95.5% | -57.2% |
| All | -53.5% | +45.7% | -99.2% | -57.6% |
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