+488.5%
CSX vs LYB
+49.7%
+438.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -1.5% | +1.5% | -3.1% | -2.3% |
| 3M | +6.0% | -0.3% | +6.2% | +5.3% |
| 6M | +20.6% | +0.1% | +20.5% | +16.5% |
| YTD | +36.5% | +53.4% | -16.9% | +8.7% |
| 1Y | +55.0% | +25.6% | +29.3% | +33.1% |
| 3Y | +70.8% | -21.3% | +92.1% | +76.1% |
| 5Y | +69.6% | -2.4% | +72.0% | +54.2% |
| All | +488.5% | +49.7% | +438.9% | +303.2% |
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