+65.1%
CSX vs LYB
-0.7%
+65.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.2% |
| 30D | -3.2% | +4.0% | -7.3% | -4.3% |
| 3M | +2.6% | +2.4% | +0.2% | +1.5% |
| 6M | +19.8% | -1.4% | +21.3% | +17.3% |
| YTD | +34.7% | +53.9% | -19.3% | +12.2% |
| 1Y | +52.1% | +26.1% | +26.1% | +35.3% |
| 3Y | +68.4% | -21.0% | +89.5% | +77.3% |
| 5Y | +65.1% | -0.7% | +65.9% | +55.6% |
| All | +65.1% | -0.7% | +65.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling