-78.4%
CLF vs LYB
+633.0%
-711.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.8% |
| 7D | +10.4% | +6.1% | +4.3% | +5.7% |
| 30D | +0.6% | +5.3% | -4.8% | -3.6% |
| 3M | +4.1% | +4.3% | -0.2% | -0.4% |
| 6M | +15.1% | -10.8% | +25.9% | +21.0% |
| YTD | -4.7% | +53.8% | -58.5% | -38.3% |
| 1Y | +20.4% | +50.5% | -30.1% | -21.4% |
| 3Y | -23.4% | -16.4% | -7.0% | -22.5% |
| 5Y | -43.3% | -4.8% | -38.5% | -47.3% |
| 10Y | +80.5% | +38.2% | +42.4% | +24.5% |
| All | -78.4% | +633.0% | -711.5% | -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