+122,851.5%
AAPL vs CTAS
+23,129.2%
+99,722.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.9% |
| 30D | +3.0% | -0.2% | +3.2% | +3.0% |
| 3M | +2.9% | +11.7% | -8.8% | -2.1% |
| 6M | +22.1% | +0.7% | +21.4% | +20.9% |
| YTD | +18.0% | +7.4% | +10.6% | +13.6% |
| 1Y | +33.9% | -2.1% | +36.0% | +33.9% |
| 3Y | +71.2% | +62.9% | +8.2% | +35.8% |
| 5Y | +112.6% | +111.9% | +0.7% | +51.7% |
| 10Y | +1,198.8% | +652.2% | +546.6% | +436.2% |
| All | +122,851.5% | +23,129.2% | +99,722.2% | +17,557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling