+1,021.2%
CSX vs LYB
+626.8%
+394.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.1% |
| 7D | +3.1% | +3.7% | -0.6% | +1.6% |
| 30D | +9.7% | +6.4% | +3.3% | +6.8% |
| 3M | +4.9% | +2.8% | +2.1% | +3.2% |
| 6M | +18.4% | -12.2% | +30.6% | +23.0% |
| YTD | +45.9% | +52.4% | -6.6% | +16.3% |
| 1Y | +50.0% | +56.8% | -6.8% | +17.4% |
| 3Y | +78.0% | -17.2% | +95.2% | +77.8% |
| 5Y | +59.2% | -5.6% | +64.8% | +46.9% |
| 10Y | +421.4% | +37.0% | +384.4% | +267.8% |
| All | +1,021.2% | +626.8% | +394.4% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling