+8.5%
LYB vs CFG
+390.8%
-382.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | -0.9% | +2.7% | -3.6% | -2.3% |
| 30D | +9.5% | -3.7% | +13.2% | +11.5% |
| 3M | +1.3% | +9.5% | -8.2% | -4.5% |
| 6M | -1.7% | +22.2% | -24.0% | -13.8% |
| YTD | +54.1% | +22.3% | +31.8% | +34.7% |
| 1Y | +25.7% | +39.4% | -13.8% | +2.0% |
| 3Y | -20.9% | +188.5% | -209.4% | -59.1% |
| 5Y | -1.5% | +101.5% | -103.1% | -40.3% |
| 10Y | +45.0% | +308.6% | -263.7% | -44.2% |
| All | +8.5% | +390.8% | -382.3% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling