+47.7%
LYB vs CF
+606.5%
-558.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.7% |
| 7D | -0.7% | -2.0% | +1.2% | +0.2% |
| 30D | +1.5% | +15.3% | -13.7% | -5.3% |
| 3M | -0.3% | +24.3% | -24.6% | -10.4% |
| 6M | +0.1% | +23.9% | -23.9% | -10.0% |
| YTD | +53.4% | +77.3% | -23.8% | +17.0% |
| 1Y | +25.6% | +58.7% | -33.0% | +0.4% |
| 3Y | -21.3% | +72.8% | -94.1% | -41.8% |
| 5Y | -2.4% | +228.8% | -231.2% | -55.2% |
| All | +47.7% | +606.5% | -558.8% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling