+635.0%
LYB vs CF
+1,004.1%
-369.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | +3.7% | +5.4% | -1.7% | +1.2% |
| 30D | +6.4% | +6.5% | -0.1% | +3.3% |
| 3M | +2.8% | +4.6% | -1.9% | +0.4% |
| 6M | -12.2% | -3.3% | -8.9% | -11.4% |
| YTD | +52.4% | +63.9% | -11.4% | +21.5% |
| 1Y | +56.8% | +50.4% | +6.3% | +29.6% |
| 3Y | -17.2% | +68.2% | -85.4% | -37.0% |
| 5Y | -5.6% | +113.8% | -119.5% | -41.7% |
| 10Y | +37.0% | +479.3% | -442.3% | -49.3% |
| All | +635.0% | +1,004.1% | -369.0% | +121.0% |
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