-4.9%
LYB vs CBOE
+136.7%
-141.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +0.3% | -5.8% | +6.1% | +0.9% |
| 30D | +2.5% | -3.1% | +5.6% | +2.6% |
| 3M | +1.4% | -4.8% | +6.1% | +1.5% |
| 6M | -3.5% | -0.6% | -2.9% | -3.8% |
| YTD | +52.0% | +12.8% | +39.2% | +50.2% |
| 1Y | +22.1% | +19.8% | +2.3% | +20.1% |
| 3Y | -22.8% | +86.9% | -109.7% | -30.7% |
| All | -4.9% | +136.7% | -141.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling