+96.9%
CSCO vs CTAS
+114.0%
-17.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | -16.7% | +10.3% | -26.9% | -19.6% |
| 3M | -18.4% | +10.2% | -28.6% | -21.4% |
| 6M | +2.9% | +34.4% | -31.4% | -9.3% |
| YTD | +30.4% | +19.6% | +10.9% | +20.6% |
| 1Y | +41.4% | +21.8% | +19.6% | +29.5% |
| 3Y | +104.7% | +74.1% | +30.5% | +53.0% |
| 5Y | +96.9% | +114.0% | -17.1% | +26.2% |
| All | +96.9% | +114.0% | -17.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling