+124.6%
CLF vs LYB
+48.3%
+76.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.6% |
| 7D | -3.5% | +0.3% | -3.8% | -3.8% |
| 30D | -1.6% | +2.5% | -4.0% | -3.9% |
| 3M | -12.0% | +1.4% | -13.4% | -14.5% |
| 6M | +30.0% | -3.5% | +33.4% | +23.1% |
| YTD | -9.2% | +52.0% | -61.2% | -41.8% |
| 1Y | +2.3% | +22.1% | -19.8% | -22.7% |
| 3Y | -14.4% | -22.8% | +8.4% | -6.8% |
| 5Y | -48.3% | -3.4% | -45.0% | -52.7% |
| All | +124.6% | +48.3% | +76.4% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling