+606.1%
COST vs CTAS
+687.6%
-81.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -4.7% | -0.7% | -4.0% | -4.5% |
| 3M | -7.1% | +11.1% | -18.2% | -10.7% |
| 6M | -8.5% | +2.1% | -10.7% | -9.6% |
| YTD | +5.4% | +8.0% | -2.6% | +1.9% |
| 1Y | -5.6% | -0.5% | -5.2% | -6.2% |
| 3Y | +68.5% | +66.2% | +2.3% | +37.9% |
| 5Y | +105.2% | +109.2% | -3.9% | +55.0% |
| All | +606.1% | +687.6% | -81.5% | +275.6% |
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