-14.2%
CLF vs LYB
-22.2%
+8.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | -3.1% | +0.4% | -1.4% |
| 30D | -3.2% | +4.0% | -7.2% | -5.2% |
| 3M | -5.0% | +2.4% | -7.4% | -6.9% |
| 6M | +26.6% | -1.4% | +28.0% | +20.0% |
| YTD | -9.0% | +53.9% | -62.9% | -37.5% |
| 1Y | +11.8% | +26.1% | -14.2% | -11.8% |
| All | -14.2% | -22.2% | +8.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling