-4.9%
LYB vs CG
-2.7%
-2.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.5% |
| 7D | +0.3% | -9.9% | +10.1% | +3.1% |
| 30D | +2.5% | -11.7% | +14.1% | +5.6% |
| 3M | +1.4% | -4.3% | +5.7% | +1.7% |
| 6M | -3.5% | -8.8% | +5.3% | -2.8% |
| YTD | +52.0% | -26.9% | +78.8% | +63.3% |
| 1Y | +22.1% | -35.4% | +57.5% | +36.0% |
| 3Y | -22.8% | +43.0% | -65.8% | -35.6% |
| All | -4.9% | -2.7% | -2.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling