+50.6%
LYB vs CG
-14.1%
+64.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.5% | -9.3% | -4.4% |
| 7D | -6.2% | +9.4% | -15.7% | -5.6% |
| 30D | +6.3% | +8.7% | -2.4% | +6.9% |
| 3M | +4.1% | -15.0% | +19.1% | +3.2% |
| 6M | -15.5% | -13.2% | -2.3% | -15.7% |
| YTD | +50.2% | -26.2% | +76.4% | +58.5% |
| 1Y | +50.6% | -14.1% | +64.7% | +56.4% |
| All | +50.6% | -14.1% | +64.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling