-4.5%
ABT vs CTAS
+116.8%
-121.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +11.6% | +11.3% | +0.3% | +6.8% |
| 3M | +2.3% | +11.4% | -9.1% | -2.2% |
| 6M | +32.7% | +35.6% | -2.9% | +17.4% |
| YTD | -9.6% | +20.7% | -30.3% | -16.6% |
| 1Y | -10.1% | +22.8% | -32.9% | -17.6% |
| 3Y | +25.2% | +73.4% | -48.2% | -5.8% |
| 5Y | -4.5% | +117.6% | -122.1% | -39.5% |
| All | -4.5% | +116.8% | -121.3% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling