+85.9%
AMZN vs CTAS
+65.1%
+20.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -6.4% | -1.0% | -5.4% | -6.1% |
| 3M | +4.8% | +15.8% | -11.0% | -1.2% |
| 6M | +20.5% | -1.0% | +21.5% | +20.4% |
| YTD | +11.3% | +7.4% | +3.9% | +7.6% |
| 1Y | +9.0% | -0.1% | +9.1% | +8.3% |
| 3Y | +85.9% | +66.3% | +19.6% | +31.4% |
| All | +85.9% | +65.1% | +20.8% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling