+642.3%
LYB vs CPB
+6.0%
+636.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.1% | -8.0% | +4.9% | -1.4% |
| 30D | +4.0% | -2.4% | +6.4% | +4.5% |
| 3M | +2.4% | +0.5% | +1.9% | +1.9% |
| 6M | -1.4% | -10.5% | +9.0% | +0.2% |
| YTD | +53.9% | -17.5% | +71.5% | +59.1% |
| 1Y | +26.1% | -31.0% | +57.1% | +35.7% |
| 3Y | -21.0% | -40.6% | +19.6% | -13.1% |
| 5Y | -0.7% | -37.7% | +37.0% | +6.3% |
| 10Y | +49.3% | -43.4% | +92.7% | +60.1% |
| All | +642.3% | +6.0% | +636.3% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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