-2.4%
LYB vs CMS
+22.8%
-25.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | +1.5% | -2.8% | +4.3% | +2.2% |
| 3M | -0.3% | -7.1% | +6.8% | +1.5% |
| 6M | +0.1% | -10.0% | +10.1% | +2.5% |
| YTD | +53.4% | -0.9% | +54.4% | +52.7% |
| 1Y | +25.6% | -2.0% | +27.6% | +25.3% |
| 3Y | -21.3% | +33.0% | -54.3% | -28.8% |
| 5Y | -2.4% | +24.3% | -26.7% | -13.1% |
| All | -2.4% | +22.8% | -25.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling