+220,352.3%
CSCO vs CTAS
+24,074.6%
+196,277.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.7% | -1.8% | +1.2% | +0.2% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -15.7% | +11.7% | -27.4% | -20.9% |
| 6M | +36.3% | +0.7% | +35.6% | +33.7% |
| YTD | +43.8% | +7.4% | +36.4% | +36.9% |
| 1Y | +63.9% | -2.1% | +66.0% | +62.6% |
| 3Y | +104.4% | +62.9% | +41.4% | +56.3% |
| 5Y | +111.4% | +111.9% | -0.5% | +41.3% |
| 10Y | +361.7% | +652.2% | -290.5% | +59.2% |
| All | +220,352.3% | +24,074.6% | +196,277.7% | +22,352.5% |
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