+639.9%
LYB vs CAG
+39.0%
+600.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | -0.7% | -5.9% | +5.2% | +1.0% |
| 30D | +1.5% | -1.5% | +3.1% | +1.9% |
| 3M | -0.3% | +11.5% | -11.7% | -4.0% |
| 6M | +0.1% | -15.7% | +15.7% | +4.2% |
| YTD | +53.4% | -10.2% | +63.6% | +56.6% |
| 1Y | +25.6% | -18.1% | +43.7% | +31.9% |
| 3Y | -21.3% | -39.4% | +18.1% | -10.7% |
| 5Y | -2.4% | -42.6% | +40.2% | +11.3% |
| 10Y | +48.8% | -35.6% | +84.4% | +51.8% |
| All | +639.9% | +39.0% | +600.9% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling