+66.6%
CSCO vs CTAS
-0.9%
+67.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.1% |
| 3M | -11.7% | +15.8% | -27.5% | -12.1% |
| 6M | +40.1% | -1.0% | +41.1% | +44.3% |
| YTD | +43.8% | +7.4% | +36.4% | +46.5% |
| 1Y | +66.6% | -0.1% | +66.7% | +69.2% |
| All | +66.6% | -0.9% | +67.5% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling