-4.9%
LYB vs CP
+34.9%
-39.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.2% |
| 7D | +0.3% | -2.6% | +2.9% | +1.5% |
| 30D | +2.5% | -3.7% | +6.2% | +4.2% |
| 3M | +1.4% | +0.1% | +1.3% | +0.8% |
| 6M | -3.5% | +7.8% | -11.3% | -8.6% |
| YTD | +52.0% | +21.7% | +30.3% | +34.1% |
| 1Y | +22.1% | +18.6% | +3.4% | +9.1% |
| 3Y | -22.8% | +17.5% | -40.3% | -32.1% |
| All | -4.9% | +34.9% | -39.8% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling