+236.6%
LYB vs CG
+323.7%
-87.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.5% |
| 7D | -3.1% | -6.4% | +3.3% | -0.6% |
| 30D | +4.0% | -7.1% | +11.1% | +6.6% |
| 3M | +2.4% | -1.6% | +4.0% | +1.8% |
| 6M | -1.4% | -8.3% | +6.9% | -0.5% |
| YTD | +53.9% | -23.8% | +77.7% | +66.6% |
| 1Y | +26.1% | -28.7% | +54.8% | +39.5% |
| 3Y | -21.0% | +49.2% | -70.2% | -40.2% |
| 5Y | -0.7% | +5.5% | -6.3% | -17.7% |
| 10Y | +49.3% | +331.2% | -282.0% | -33.9% |
| All | +236.6% | +323.7% | -87.2% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling