+639.9%
LYB vs CLX
+127.6%
+512.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -0.7% | -5.9% | +5.1% | +0.3% |
| 30D | +1.5% | -17.0% | +18.6% | +4.7% |
| 3M | -0.3% | -9.6% | +9.3% | +1.1% |
| 6M | +0.1% | -21.5% | +21.6% | +3.7% |
| YTD | +53.4% | -8.8% | +62.3% | +53.7% |
| 1Y | +25.6% | -24.7% | +50.3% | +31.1% |
| 3Y | -21.3% | -35.6% | +14.3% | -16.0% |
| 5Y | -2.4% | -37.6% | +35.2% | +3.3% |
| 10Y | +48.8% | -2.4% | +51.1% | +18.0% |
| All | +639.9% | +127.6% | +512.2% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling