+51.1%
CSX vs LYB
+57.8%
-6.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | +6.0% | +6.1% | -0.1% | +6.0% |
| 30D | +7.8% | +5.3% | +2.5% | +7.8% |
| 3M | +4.1% | +4.3% | -0.2% | +4.1% |
| 6M | +17.9% | -10.8% | +28.7% | +17.5% |
| YTD | +44.9% | +53.8% | -8.9% | +32.5% |
| 1Y | +51.1% | +50.5% | +0.7% | +38.5% |
| All | +51.1% | +57.8% | -6.6% | +38.5% |
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