+258.1%
AVGO vs CTAS
+74.6%
+183.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -8.2% | +11.3% | -19.5% | -10.3% |
| 3M | -21.3% | +11.4% | -32.7% | -23.2% |
| 6M | -22.5% | +35.6% | -58.2% | -30.3% |
| YTD | -3.6% | +20.7% | -24.3% | -8.8% |
| 1Y | -6.7% | +22.8% | -29.5% | -12.7% |
| 3Y | +258.1% | +73.4% | +184.7% | +167.5% |
| All | +258.1% | +74.6% | +183.5% | +167.5% |
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