+345.6%
AVGO vs CTAS
+65.1%
+280.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -13.8% | -1.0% | -12.8% | -13.7% |
| 3M | -6.9% | +15.8% | -22.7% | -12.5% |
| 6M | +11.9% | -1.0% | +12.9% | +12.8% |
| YTD | +6.9% | +7.4% | -0.5% | +3.4% |
| 1Y | +7.4% | -0.1% | +7.5% | +7.7% |
| 3Y | +345.6% | +66.3% | +279.3% | +213.6% |
| All | +345.6% | +65.1% | +280.5% | +213.6% |
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 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