-54.8%
CSGP vs LYB
+57.8%
-112.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +1.3% | +6.1% | -4.8% | +1.0% |
| 30D | +2.8% | +5.3% | -2.5% | +2.5% |
| 3M | -6.3% | +4.3% | -10.6% | -6.8% |
| 6M | -3.2% | -10.8% | +7.6% | -3.0% |
| YTD | -54.0% | +53.8% | -107.7% | -58.1% |
| 1Y | -54.8% | +50.5% | -105.3% | -58.7% |
| All | -54.8% | +57.8% | -112.6% | -58.7% |
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