+2,481.8%
AVGO vs CTAS
+824.3%
+1,657.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -8.2% | +11.3% | -19.5% | -14.0% |
| 3M | -21.3% | +11.4% | -32.7% | -26.6% |
| 6M | -22.5% | +35.6% | -58.2% | -37.2% |
| YTD | -3.6% | +20.7% | -24.3% | -16.4% |
| 1Y | -6.7% | +22.8% | -29.5% | -20.2% |
| 3Y | +258.1% | +73.4% | +184.7% | +139.0% |
| 5Y | +560.9% | +117.6% | +443.3% | +279.8% |
| All | +2,481.8% | +824.3% | +1,657.4% | +589.6% |
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 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