+46.3%
LYB vs CNI
+138.2%
-91.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | +0.3% | -0.4% | +0.6% | +0.5% |
| 30D | +2.5% | -2.7% | +5.2% | +4.4% |
| 3M | +1.4% | +3.9% | -2.5% | -2.1% |
| 6M | -3.5% | +16.4% | -19.8% | -16.2% |
| YTD | +52.0% | +25.8% | +26.2% | +23.4% |
| 1Y | +22.1% | +32.4% | -10.3% | -5.4% |
| 3Y | -22.8% | +19.1% | -41.8% | -36.2% |
| 5Y | -3.4% | +13.6% | -16.9% | -20.0% |
| All | +46.3% | +138.2% | -91.9% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling