+2,121.8%
CMCSA vs CTAS
+26,263.6%
-24,141.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +18.8% | +10.2% | +8.5% | +14.2% |
| 3M | -1.1% | +12.1% | -13.2% | -5.7% |
| 6M | +2.5% | +38.3% | -35.7% | -10.5% |
| YTD | -6.7% | +21.9% | -28.6% | -14.4% |
| 1Y | 0.0% | +24.0% | -24.1% | -8.9% |
| 3Y | -28.9% | +75.1% | -104.0% | -44.4% |
| 5Y | -41.1% | +116.9% | -158.1% | -58.2% |
| 10Y | +4.5% | +821.3% | -816.8% | -60.2% |
| All | +2,121.8% | +26,263.6% | -24,141.8% | +167.0% |
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