+79.9%
AAPL vs CTAS
+65.1%
+14.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.0% | -1.0% | +2.0% | +1.3% |
| 3M | +5.0% | +15.8% | -10.8% | -0.5% |
| 6M | +23.0% | -1.0% | +24.0% | +23.3% |
| YTD | +16.6% | +7.4% | +9.2% | +13.3% |
| 1Y | +33.4% | -0.1% | +33.6% | +33.2% |
| 3Y | +79.9% | +66.3% | +13.6% | +48.3% |
| All | +79.9% | +65.1% | +14.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling