+272,232.7%
AMZN vs CTAS
+6,074.6%
+266,158.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.8% | +2.0% | +0.9% | +1.8% |
| 30D | +5.0% | +8.7% | -3.7% | +0.2% |
| 3M | +0.6% | +13.3% | -12.7% | -6.2% |
| 6M | -1.3% | +39.4% | -40.7% | -18.3% |
| YTD | +15.5% | +21.5% | -6.0% | +2.3% |
| 1Y | +12.2% | +21.9% | -9.6% | -0.8% |
| 3Y | +87.0% | +73.6% | +13.4% | +33.8% |
| 5Y | +51.3% | +116.2% | -64.9% | -2.8% |
| 10Y | +621.7% | +818.2% | -196.5% | +93.6% |
| All | +272,232.7% | +6,074.6% | +266,158.1% | +25,563.4% |
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