-22.0%
LYB vs CFG
+183.3%
-205.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +1.5% | -4.6% | +6.1% | +3.1% |
| 3M | -0.3% | +7.9% | -8.2% | -3.8% |
| 6M | +0.1% | +19.9% | -19.8% | -8.3% |
| YTD | +53.4% | +21.7% | +31.7% | +39.3% |
| 1Y | +25.6% | +38.4% | -12.8% | +7.6% |
| All | -22.0% | +183.3% | -205.3% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling