+590.1%
CSGP vs LYB
+590.8%
-0.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.3% |
| 7D | +1.3% | -11.5% | +12.8% | +4.7% |
| 30D | +10.7% | +3.8% | +6.9% | +9.6% |
| 3M | +3.3% | -0.2% | +3.4% | +2.9% |
| 6M | -10.3% | -15.6% | +5.3% | -6.7% |
| YTD | -54.6% | +44.9% | -99.5% | -60.5% |
| 1Y | -54.6% | +52.3% | -107.0% | -61.3% |
| 3Y | -60.3% | -19.9% | -40.4% | -59.7% |
| 5Y | -63.3% | -8.0% | -55.3% | -64.8% |
| 10Y | +66.5% | +36.4% | +30.0% | +25.8% |
| All | +590.1% | +590.8% | -0.7% | +145.1% |
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