+321.5%
CSCO vs CTAS
+848.9%
-527.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | -16.7% | +10.3% | -26.9% | -20.2% |
| 3M | -18.4% | +10.2% | -28.6% | -22.0% |
| 6M | +2.9% | +34.4% | -31.4% | -10.7% |
| YTD | +30.4% | +19.6% | +10.9% | +18.9% |
| 1Y | +41.4% | +21.8% | +19.6% | +27.6% |
| 3Y | +104.7% | +74.1% | +30.5% | +53.6% |
| 5Y | +96.9% | +114.0% | -17.1% | +32.4% |
| 10Y | +321.5% | +813.9% | -492.5% | +59.3% |
| All | +321.5% | +848.9% | -527.4% | +59.3% |
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