+44.9%
AMZN vs CTAS
+110.0%
-65.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -1.0% | +1.0% | -2.0% | -1.6% |
| 30D | -9.2% | -1.1% | -8.2% | -8.7% |
| 3M | +3.4% | +11.5% | -8.1% | -4.2% |
| 6M | +18.2% | +0.2% | +18.1% | +16.7% |
| YTD | +9.3% | +7.2% | +2.2% | +3.1% |
| 1Y | +5.9% | 0.0% | +6.0% | +4.2% |
| 3Y | +82.6% | +65.9% | +16.7% | +11.8% |
| 5Y | +44.9% | +109.6% | -64.7% | -30.3% |
| All | +44.9% | +110.0% | -65.2% | -30.3% |
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