-22.8%
LYB vs CAG
-39.7%
+16.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | +0.3% | -5.7% | +6.0% | +1.6% |
| 30D | +2.5% | -2.4% | +4.9% | +3.1% |
| 3M | +1.4% | +9.8% | -8.4% | -1.4% |
| 6M | -3.5% | -10.8% | +7.4% | -0.8% |
| YTD | +52.0% | -10.8% | +62.8% | +56.1% |
| 1Y | +22.1% | -19.0% | +41.0% | +28.9% |
| 3Y | -22.8% | -39.7% | +16.9% | -13.4% |
| All | -22.8% | -39.7% | +16.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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