+97.5%
CSCO vs CTAS
+74.7%
+22.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +2.0% | -0.1% | +1.5% |
| 30D | -15.8% | +8.7% | -24.5% | -17.2% |
| 3M | -15.4% | +13.3% | -28.7% | -17.5% |
| 6M | -5.4% | +39.4% | -44.8% | -13.4% |
| YTD | +26.5% | +21.5% | +5.0% | +20.9% |
| 1Y | +25.9% | +21.9% | +4.0% | +20.1% |
| 3Y | +97.5% | +73.6% | +23.9% | +87.8% |
| All | +97.5% | +74.7% | +22.8% | +87.8% |
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