+50.6%
LYB vs CMS
+1.4%
+49.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -4.8% |
| 7D | -6.2% | +4.1% | -10.3% | -6.4% |
| 30D | +6.3% | +10.9% | -4.5% | +5.9% |
| 3M | +4.1% | -0.2% | +4.3% | +3.9% |
| 6M | -15.5% | -4.7% | -10.7% | -14.6% |
| YTD | +50.2% | +3.9% | +46.4% | +44.6% |
| 1Y | +50.6% | +0.4% | +50.2% | +47.6% |
| All | +50.6% | +1.4% | +49.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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