+2,856.4%
AVGO vs CTAS
+665.9%
+2,190.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.8% | +1.0% | -1.8% | -1.4% |
| 30D | -13.7% | -1.1% | -12.7% | -13.4% |
| 3M | -6.9% | +11.5% | -18.4% | -14.2% |
| 6M | +5.8% | +0.2% | +5.6% | +3.2% |
| YTD | +5.7% | +7.2% | -1.5% | -1.3% |
| 1Y | +9.0% | 0.0% | +9.0% | +5.6% |
| 3Y | +340.5% | +65.9% | +274.6% | +202.2% |
| 5Y | +711.1% | +109.6% | +601.5% | +379.5% |
| 10Y | +2,856.4% | +683.8% | +2,172.7% | +827.0% |
| All | +2,856.4% | +665.9% | +2,190.6% | +827.0% |
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