+412.9%
CVX vs LYB
+624.6%
-211.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +9.8% | +2.5% | +7.4% | +8.6% |
| 3M | +16.2% | +1.4% | +14.8% | +15.3% |
| 6M | +13.6% | -3.5% | +17.1% | +13.9% |
| YTD | +44.4% | +52.0% | -7.6% | +17.2% |
| 1Y | +40.6% | +22.1% | +18.5% | +24.6% |
| 3Y | +48.2% | -22.8% | +71.0% | +57.3% |
| 5Y | +172.3% | -3.4% | +175.6% | +156.3% |
| 10Y | +222.3% | +47.4% | +174.9% | +137.3% |
| All | +412.9% | +624.6% | -211.7% | +101.9% |
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