+1,338.0%
CLS vs LYB
-23.1%
+1,361.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +6.6% |
| 7D | +10.9% | +0.3% | +10.7% | +10.9% |
| 30D | +2.1% | +2.5% | -0.4% | +1.7% |
| 3M | -10.2% | +1.4% | -11.6% | -10.3% |
| 6M | +30.4% | -3.5% | +33.9% | +28.9% |
| YTD | +17.2% | +52.0% | -34.8% | +2.3% |
| 1Y | +41.0% | +22.1% | +19.0% | +32.4% |
| 3Y | +1,338.0% | -22.8% | +1,360.7% | +1,447.0% |
| All | +1,338.0% | -23.1% | +1,361.1% | +1,447.0% |
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