+199,826.0%
CSCO vs CTAS
+26,810.8%
+173,015.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +4.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | -16.7% | +10.3% | -26.9% | -20.6% |
| 3M | -18.4% | +10.2% | -28.6% | -22.4% |
| 6M | +2.9% | +34.4% | -31.4% | -11.8% |
| YTD | +30.4% | +19.6% | +10.9% | +17.6% |
| 1Y | +41.4% | +21.8% | +19.6% | +26.2% |
| 3Y | +104.7% | +74.1% | +30.5% | +51.4% |
| 5Y | +96.9% | +114.0% | -17.1% | +30.7% |
| 10Y | +321.5% | +813.9% | -492.5% | +32.1% |
| All | +199,826.0% | +26,810.8% | +173,015.2% | +19,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling