+412.6%
CSX vs CTAS
+848.9%
-436.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -2.2% | -0.7% | -1.5% | -1.8% |
| 30D | +6.8% | +10.3% | -3.4% | +1.5% |
| 3M | +0.7% | +10.2% | -9.5% | -4.6% |
| 6M | +13.3% | +34.4% | -21.1% | -4.1% |
| YTD | +40.5% | +19.6% | +21.0% | +26.2% |
| 1Y | +44.7% | +21.8% | +22.9% | +28.6% |
| 3Y | +74.5% | +74.1% | +0.4% | +23.8% |
| 5Y | +52.0% | +114.0% | -62.1% | -5.4% |
| 10Y | +412.6% | +813.9% | -401.3% | +52.3% |
| All | +412.6% | +848.9% | -436.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling