-4.9%
LYB vs CLX
-38.5%
+33.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | +0.3% | -5.7% | +6.0% | +0.6% |
| 30D | +2.5% | -17.0% | +19.5% | +3.7% |
| 3M | +1.4% | -9.7% | +11.1% | +2.0% |
| 6M | -3.5% | -19.8% | +16.3% | -1.5% |
| YTD | +52.0% | -9.8% | +61.8% | +51.7% |
| 1Y | +22.1% | -26.2% | +48.2% | +25.5% |
| 3Y | -22.8% | -36.2% | +13.4% | -20.0% |
| All | -4.9% | -38.5% | +33.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling