+1,254.4%
AAPL vs CTAS
+675.6%
+578.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | +7.1% | -3.1% | +10.2% | +8.8% |
| 3M | +12.1% | +10.3% | +1.8% | +6.2% |
| 6M | +25.4% | +1.6% | +23.8% | +23.4% |
| YTD | +20.5% | +6.3% | +14.1% | +15.5% |
| 1Y | +44.5% | -0.5% | +45.0% | +43.2% |
| 3Y | +85.8% | +64.6% | +21.2% | +35.9% |
| 5Y | +124.8% | +106.0% | +18.7% | +45.5% |
| All | +1,254.4% | +675.6% | +578.7% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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