+3,177.0%
CLS vs LYB
+633.9%
+2,543.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +20.1% | -3.1% | +23.2% | +21.5% |
| 30D | +6.0% | +4.0% | +2.0% | +3.7% |
| 3M | -10.3% | +2.4% | -12.7% | -12.7% |
| 6M | +24.5% | -1.4% | +25.9% | +20.2% |
| YTD | +12.9% | +53.9% | -41.1% | -12.5% |
| 1Y | +36.7% | +26.1% | +10.6% | +14.2% |
| 3Y | +1,328.1% | -21.0% | +1,349.1% | +1,345.5% |
| 5Y | +3,682.3% | -0.7% | +3,683.1% | +3,307.5% |
| 10Y | +3,038.3% | +49.3% | +2,989.0% | +2,076.3% |
| All | +3,177.0% | +633.9% | +2,543.1% | +811.8% |
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 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