+6,642.4%
ABT vs CTAS
+23,129.2%
-16,486.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.7% | -1.8% | -1.9% | -3.3% |
| 30D | +2.5% | -0.2% | +2.7% | +2.5% |
| 3M | +20.2% | +11.7% | +8.5% | +17.0% |
| 6M | -2.9% | +0.7% | -3.6% | -3.2% |
| YTD | -11.9% | +7.4% | -19.3% | -13.5% |
| 1Y | -16.5% | -2.1% | -14.4% | -16.3% |
| 3Y | +12.1% | +62.9% | -50.8% | -1.4% |
| 5Y | -7.4% | +111.9% | -119.3% | -23.6% |
| 10Y | +210.7% | +652.2% | -441.5% | +90.7% |
| All | +6,642.4% | +23,129.2% | -16,486.8% | +1,977.4% |
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