+632.8%
LYB vs CP
+798.3%
-165.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.2% |
| 7D | +0.3% | -2.6% | +2.9% | +2.0% |
| 30D | +2.5% | -3.7% | +6.2% | +4.8% |
| 3M | +1.4% | +0.1% | +1.3% | +0.6% |
| 6M | -3.5% | +7.8% | -11.3% | -10.4% |
| YTD | +52.0% | +21.7% | +30.3% | +29.5% |
| 1Y | +22.1% | +18.6% | +3.4% | +5.6% |
| 3Y | -22.8% | +17.5% | -40.3% | -34.5% |
| 5Y | -3.4% | +35.4% | -38.7% | -28.0% |
| 10Y | +47.4% | +230.2% | -182.9% | -41.2% |
| All | +632.8% | +798.3% | -165.4% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling