-22.0%
LYB vs CP
+18.1%
-40.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.3% |
| 30D | +1.5% | -3.4% | +4.9% | +2.8% |
| 3M | -0.3% | -0.6% | +0.3% | -0.5% |
| 6M | +0.1% | +6.3% | -6.3% | -3.9% |
| YTD | +53.4% | +21.2% | +32.3% | +36.7% |
| 1Y | +25.6% | +20.0% | +5.6% | +12.3% |
| All | -22.0% | +18.1% | -40.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling