+70.7%
LYB vs CNH
+55.5%
+15.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +4.4% |
| 7D | -0.9% | +8.8% | -9.7% | -5.3% |
| 30D | +9.5% | +24.7% | -15.1% | -2.7% |
| 3M | +1.3% | +27.3% | -26.1% | -12.3% |
| 6M | -1.7% | +23.2% | -24.9% | -16.0% |
| YTD | +54.1% | +48.9% | +5.2% | +18.9% |
| 1Y | +25.7% | +19.4% | +6.3% | +8.5% |
| 3Y | -20.9% | +7.8% | -28.7% | -30.1% |
| 5Y | -1.5% | +8.7% | -10.3% | -17.0% |
| 10Y | +45.0% | +149.5% | -104.5% | -21.1% |
| All | +70.7% | +55.5% | +15.2% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling