+5.9%
AMZN vs CTAS
+0.1%
+5.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.8% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -9.2% | -1.1% | -8.2% | -9.1% |
| 3M | +3.4% | +11.5% | -8.1% | +0.5% |
| 6M | +18.2% | +0.2% | +18.1% | +16.6% |
| YTD | +9.3% | +7.2% | +2.2% | +6.9% |
| 1Y | +5.9% | 0.0% | +6.0% | +2.6% |
| All | +5.9% | +0.1% | +5.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling