-41.8%
CLF vs LYB
-4.9%
-36.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +10.4% | +6.1% | +4.3% | +6.4% |
| 30D | +0.6% | +5.3% | -4.8% | -3.0% |
| 3M | +4.1% | +4.3% | -0.2% | +0.3% |
| 6M | +15.1% | -10.8% | +25.9% | +21.0% |
| YTD | -4.7% | +53.8% | -58.5% | -39.9% |
| 1Y | +20.4% | +50.5% | -30.1% | -23.4% |
| 3Y | -23.4% | -16.4% | -7.0% | -19.0% |
| All | -41.8% | -4.9% | -36.9% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling