+5.4%
CMCSA vs CTAS
+832.5%
-827.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +21.0% | +10.7% | +10.3% | +15.9% |
| 3M | -0.9% | +11.0% | -11.9% | -5.4% |
| 6M | +2.9% | +38.7% | -35.8% | -11.1% |
| YTD | -5.9% | +21.8% | -27.7% | -14.1% |
| 1Y | +2.5% | +23.6% | -21.1% | -7.0% |
| 3Y | -28.3% | +74.9% | -103.2% | -44.9% |
| 5Y | -40.8% | +119.5% | -160.3% | -59.4% |
| 10Y | +5.4% | +820.2% | -814.8% | -58.7% |
| All | +5.4% | +832.5% | -827.1% | -58.7% |
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