-9.4%
ABT vs CTAS
+110.0%
-119.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -4.7% | +1.0% | -5.7% | -5.1% |
| 30D | -3.1% | -1.1% | -2.1% | -2.7% |
| 3M | +16.1% | +11.5% | +4.6% | +11.2% |
| 6M | -5.3% | +0.2% | -5.5% | -5.7% |
| YTD | -14.4% | +7.2% | -21.6% | -17.0% |
| 1Y | -18.4% | 0.0% | -18.4% | -18.9% |
| 3Y | +11.2% | +65.9% | -54.7% | -15.3% |
| 5Y | -9.4% | +109.6% | -118.9% | -41.2% |
| All | -9.4% | +110.0% | -119.4% | -41.2% |
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