+104.4%
COST vs CTAS
+110.0%
-5.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.8% | +1.0% | -3.8% | -3.3% |
| 30D | -5.3% | -1.1% | -4.2% | -4.8% |
| 3M | -6.7% | +11.5% | -18.2% | -11.9% |
| 6M | -9.9% | +0.2% | -10.1% | -10.5% |
| YTD | +5.1% | +7.2% | -2.0% | +0.6% |
| 1Y | -7.3% | 0.0% | -7.3% | -8.2% |
| 3Y | +70.4% | +65.9% | +4.5% | +18.3% |
| 5Y | +104.4% | +109.6% | -5.2% | +18.6% |
| All | +104.4% | +110.0% | -5.6% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling