+3,460.2%
CTAS vs LYB
+631.6%
+2,828.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -3.1% | +1.5% | -4.6% | -3.7% |
| 3M | +10.3% | -0.3% | +10.6% | +9.8% |
| 6M | +1.6% | +0.1% | +1.6% | -0.9% |
| YTD | +6.3% | +53.4% | -47.1% | -10.7% |
| 1Y | -0.5% | +25.6% | -26.1% | -11.3% |
| 3Y | +64.6% | -21.3% | +85.9% | +67.5% |
| 5Y | +106.0% | -2.4% | +108.4% | +89.8% |
| 10Y | +677.5% | +48.8% | +628.7% | +466.1% |
| All | +3,460.2% | +631.6% | +2,828.7% | +1,218.5% |
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