+2,236.9%
CMCSA vs CTAS
+23,129.2%
-20,892.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | -1.8% | -0.3% | -1.4% |
| 30D | +7.0% | -0.2% | +7.2% | +7.1% |
| 3M | +15.1% | +11.7% | +3.4% | +9.7% |
| 6M | -15.4% | +0.7% | -16.1% | -16.0% |
| YTD | -1.9% | +7.4% | -9.3% | -5.2% |
| 1Y | -12.7% | -2.1% | -10.6% | -12.5% |
| 3Y | -31.0% | +62.9% | -93.9% | -44.4% |
| 5Y | -46.1% | +111.9% | -158.0% | -61.3% |
| 10Y | +10.8% | +652.2% | -641.3% | -54.1% |
| All | +2,236.9% | +23,129.2% | -20,892.4% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling