+24.4%
LYB vs CNH
+29.2%
-4.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.0% |
| 7D | -0.2% | +23.3% | -23.5% | -0.6% |
| 30D | +8.7% | +33.5% | -24.7% | +8.2% |
| 3M | -3.0% | +32.7% | -35.7% | -3.4% |
| 6M | +4.7% | +22.2% | -17.4% | +9.0% |
| YTD | +51.6% | +57.7% | -6.1% | +37.1% |
| 1Y | +24.4% | +28.0% | -3.6% | +22.0% |
| All | +24.4% | +29.2% | -4.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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