+20.2%
CLF vs LYB
+47.4%
-27.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.7% | -4.5% | -9.1% |
| 7D | -7.9% | -6.2% | -1.7% | -7.8% |
| 30D | +5.2% | +6.3% | -1.1% | +5.2% |
| 3M | +4.3% | +4.1% | +0.2% | +4.2% |
| 6M | +25.3% | -15.5% | +40.7% | +25.8% |
| YTD | -3.3% | +50.2% | -53.6% | -18.6% |
| 1Y | +20.2% | +50.6% | -30.4% | +1.9% |
| All | +20.2% | +47.4% | -27.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling