+201.2%
ABT vs CTAS
+675.6%
-474.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -5.8% | -3.1% | -2.7% | -4.6% |
| 3M | +16.7% | +10.3% | +6.5% | +12.3% |
| 6M | -5.2% | +1.6% | -6.9% | -6.1% |
| YTD | -16.0% | +6.3% | -22.3% | -18.2% |
| 1Y | -18.3% | -0.5% | -17.8% | -18.4% |
| 3Y | +9.2% | +64.6% | -55.4% | -13.0% |
| 5Y | -11.6% | +106.0% | -117.6% | -36.4% |
| All | +201.2% | +675.6% | -474.4% | +30.6% |
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