+104.7%
CSCO vs CTAS
+73.4%
+31.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -16.7% | +10.3% | -26.9% | -18.3% |
| 3M | -18.4% | +10.2% | -28.6% | -20.1% |
| 6M | +2.9% | +34.4% | -31.4% | -4.9% |
| YTD | +30.4% | +19.6% | +10.9% | +25.0% |
| 1Y | +41.4% | +21.8% | +19.6% | +34.6% |
| 3Y | +104.7% | +74.1% | +30.5% | +95.1% |
| All | +104.7% | +73.4% | +31.3% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling