+49.0%
LYB vs CNI
+34.7%
+14.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.2% |
| 7D | -5.7% | +2.0% | -7.7% | -5.6% |
| 30D | +4.6% | +6.8% | -2.2% | +4.7% |
| 3M | +5.5% | -0.3% | +5.8% | +5.3% |
| 6M | -19.1% | +16.3% | -35.3% | -18.3% |
| YTD | +47.1% | +30.2% | +16.9% | +39.9% |
| 1Y | +49.0% | +34.0% | +15.0% | +40.5% |
| All | +49.0% | +34.7% | +14.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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