+366.8%
CSCO vs CTAS
+658.8%
-292.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -10.1% | -1.0% | -9.1% | -9.8% |
| 3M | -11.7% | +15.8% | -27.5% | -18.0% |
| 6M | +40.1% | -1.0% | +41.1% | +39.1% |
| YTD | +43.8% | +7.4% | +36.4% | +37.5% |
| 1Y | +66.6% | -0.1% | +66.7% | +64.3% |
| 3Y | +108.5% | +66.3% | +42.2% | +59.3% |
| 5Y | +114.0% | +111.0% | +3.0% | +44.6% |
| 10Y | +366.8% | +662.9% | -296.1% | +80.1% |
| All | +366.8% | +658.8% | -292.0% | +80.1% |
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