-78.7%
CLF vs LYB
+622.7%
-701.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +3.2% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -1.2% | +8.7% | -9.9% | -7.9% |
| 3M | -13.4% | -3.0% | -10.3% | -13.1% |
| 6M | +15.4% | +4.7% | +10.7% | +2.6% |
| YTD | -5.9% | +51.6% | -57.5% | -37.8% |
| 1Y | +18.8% | +24.4% | -5.5% | -9.9% |
| 3Y | -19.4% | -23.5% | +4.1% | -12.1% |
| 5Y | -47.7% | -6.5% | -41.2% | -50.3% |
| 10Y | +130.4% | +40.5% | +89.9% | +58.8% |
| All | -78.7% | +622.7% | -701.4% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling