+54.4%
CVS vs LYB
-23.1%
+77.5%
-44.0%
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% | -0.5% |
| 7D | -2.2% | +0.3% | -2.4% | -2.2% |
| 30D | -0.1% | +2.5% | -2.5% | -0.4% |
| 3M | -5.2% | +1.4% | -6.6% | -5.5% |
| 6M | +26.9% | -3.5% | +30.4% | +25.8% |
| YTD | +22.1% | +52.0% | -29.9% | +9.6% |
| 1Y | +30.8% | +22.1% | +8.7% | +23.2% |
| 3Y | +54.4% | -22.8% | +77.2% | +64.1% |
| All | +54.4% | -23.1% | +77.5% | +64.1% |
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