-18.3%
CMCSA vs CTAS
+0.1%
-18.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -8.3% | +1.0% | -9.3% | -8.6% |
| 30D | -2.4% | -1.1% | -1.4% | -2.0% |
| 3M | +4.5% | +11.5% | -7.0% | +0.5% |
| 6M | -18.8% | +0.2% | -18.9% | -16.7% |
| YTD | -8.9% | +7.2% | -16.1% | -10.5% |
| 1Y | -18.3% | 0.0% | -18.3% | -18.4% |
| All | -18.3% | +0.1% | -18.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling