-0.7%
LYB vs CF
+247.6%
-248.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | +4.0% | +14.3% | -10.2% | -0.7% |
| 3M | +2.4% | +27.9% | -25.4% | -5.9% |
| 6M | -1.4% | +25.5% | -27.0% | -8.3% |
| YTD | +53.9% | +81.2% | -27.2% | +29.6% |
| 1Y | +26.1% | +66.5% | -40.4% | +8.4% |
| 3Y | -21.0% | +76.7% | -97.7% | -34.2% |
| 5Y | -0.7% | +237.8% | -238.6% | -34.1% |
| All | -0.7% | +247.6% | -248.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling