+620.3%
AMZN vs CTAS
+832.5%
-212.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +0.1% | -0.8% | +0.8% | +0.4% |
| 30D | +2.6% | +10.7% | -8.2% | -2.1% |
| 3M | -2.2% | +11.0% | -13.2% | -6.8% |
| 6M | -1.0% | +38.7% | -39.8% | -15.4% |
| YTD | +15.3% | +21.8% | -6.4% | +4.2% |
| 1Y | +6.9% | +23.6% | -16.7% | -4.2% |
| 3Y | +85.4% | +74.9% | +10.5% | +38.7% |
| 5Y | +53.3% | +119.5% | -66.2% | +3.4% |
| 10Y | +620.3% | +820.2% | -199.9% | +162.2% |
| All | +620.3% | +832.5% | -212.1% | +162.2% |
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 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