-21.8%
LYB vs CF
+75.7%
-97.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | +4.0% | +14.3% | -10.2% | -2.3% |
| 3M | +2.4% | +27.9% | -25.4% | -8.7% |
| 6M | -1.4% | +25.5% | -27.0% | -10.5% |
| YTD | +53.9% | +81.2% | -27.2% | +23.1% |
| 1Y | +26.1% | +66.5% | -40.4% | +3.4% |
| All | -21.8% | +75.7% | -97.5% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling