+16.2%
CSX vs LYB
+8.1%
+8.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.6% |
| 7D | -3.4% | -0.2% | -3.1% | -3.4% |
| 30D | -3.1% | +8.7% | -11.8% | -1.6% |
| 3M | +7.2% | -3.0% | +10.2% | +6.4% |
| 6M | +16.2% | +4.7% | +11.4% | +20.6% |
| All | +16.2% | +8.1% | +8.1% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling