+108.1%
CSCO vs CTAS
+66.0%
+42.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | -1.8% | +1.2% | -0.3% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -15.7% | +11.7% | -27.4% | -18.4% |
| 6M | +36.3% | +0.7% | +35.6% | +36.3% |
| YTD | +43.8% | +7.4% | +36.4% | +40.8% |
| 1Y | +63.9% | -2.1% | +66.0% | +65.5% |
| All | +108.1% | +66.0% | +42.1% | +83.1% |
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