+642.3%
LYB vs CMS
+622.1%
+20.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +4.0% | -1.3% | +5.3% | +4.6% |
| 3M | +2.4% | -5.4% | +7.8% | +4.8% |
| 6M | -1.4% | -10.3% | +8.9% | +3.0% |
| YTD | +53.9% | -0.2% | +54.2% | +52.6% |
| 1Y | +26.1% | -0.9% | +26.9% | +25.1% |
| 3Y | -21.0% | +34.0% | -55.0% | -33.5% |
| 5Y | -0.7% | +23.6% | -24.3% | -14.8% |
| 10Y | +49.3% | +122.2% | -73.0% | -8.9% |
| All | +642.3% | +622.1% | +20.2% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling