+630.9%
LYB vs CF
+1,078.6%
-447.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.4% |
| 7D | -0.2% | +6.0% | -6.2% | -2.9% |
| 30D | +8.7% | +14.8% | -6.1% | +1.9% |
| 3M | -3.0% | +14.1% | -17.1% | -9.0% |
| 6M | +4.7% | +28.5% | -23.8% | -6.8% |
| YTD | +51.6% | +74.9% | -23.4% | +17.5% |
| 1Y | +24.4% | +61.7% | -37.3% | -0.5% |
| 3Y | -23.5% | +80.3% | -103.8% | -43.8% |
| 5Y | -6.5% | +226.0% | -232.5% | -53.3% |
| 10Y | +40.5% | +569.9% | -529.4% | -51.5% |
| All | +630.9% | +1,078.6% | -447.7% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling