+683.1%
CTAS vs LYB
+48.3%
+634.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -0.7% | +2.5% | -3.2% | -1.7% |
| 3M | +11.1% | +1.4% | +9.7% | +9.9% |
| 6M | +2.1% | -3.5% | +5.6% | +0.6% |
| YTD | +8.0% | +52.0% | -44.0% | -10.3% |
| 1Y | -0.5% | +22.1% | -22.5% | -11.2% |
| 3Y | +66.2% | -22.8% | +89.0% | +71.4% |
| 5Y | +109.2% | -3.4% | +112.5% | +91.2% |
| All | +683.1% | +48.3% | +634.9% | +433.9% |
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