+46.3%
LYB vs CFG
+316.8%
-270.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.6% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | +2.5% | -4.6% | +7.1% | +4.9% |
| 3M | +1.4% | +6.7% | -5.3% | -3.0% |
| 6M | -3.5% | +22.1% | -25.6% | -15.4% |
| YTD | +52.0% | +23.2% | +28.8% | +32.1% |
| 1Y | +22.1% | +40.3% | -18.2% | -1.6% |
| 3Y | -22.8% | +187.9% | -210.6% | -60.4% |
| 5Y | -3.4% | +102.0% | -105.3% | -41.9% |
| All | +46.3% | +316.8% | -270.6% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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