+3,154.0%
CLS vs LYB
+48.3%
+3,105.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +6.9% |
| 7D | +10.9% | +0.3% | +10.7% | +10.8% |
| 30D | +2.1% | +2.5% | -0.4% | +0.6% |
| 3M | -10.2% | +1.4% | -11.6% | -12.1% |
| 6M | +30.4% | -3.5% | +33.9% | +26.9% |
| YTD | +17.2% | +52.0% | -34.8% | -9.7% |
| 1Y | +41.0% | +22.1% | +19.0% | +18.9% |
| 3Y | +1,338.0% | -22.8% | +1,360.7% | +1,383.7% |
| 5Y | +3,860.6% | -3.4% | +3,863.9% | +3,494.3% |
| All | +3,154.0% | +48.3% | +3,105.7% | +2,216.8% |
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