+77.8%
CSX vs LYB
-18.3%
+96.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +8.7% | +5.3% | +3.4% | +7.7% |
| 3M | +4.2% | -1.2% | +5.4% | +4.2% |
| 6M | +16.7% | -13.1% | +29.8% | +19.1% |
| YTD | +44.5% | +49.3% | -4.9% | +25.0% |
| 1Y | +50.3% | +51.8% | -1.5% | +28.7% |
| All | +77.8% | -18.3% | +96.0% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling