+73.9%
CTVA vs LYB
-23.1%
+97.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +11.3% | +2.5% | +8.9% | +10.5% |
| 3M | +12.3% | +1.4% | +10.9% | +11.5% |
| 6M | +7.2% | -3.5% | +10.7% | +6.8% |
| YTD | +26.0% | +52.0% | -26.0% | +7.3% |
| 1Y | +16.0% | +22.1% | -6.0% | +6.5% |
| 3Y | +73.9% | -22.8% | +96.7% | +92.7% |
| All | +73.9% | -23.1% | +97.0% | +92.7% |
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