+41.5%
CSX vs CTAS
+21.0%
+20.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -5.5% | +1.2% | -6.7% | -5.7% |
| 30D | +4.9% | +12.8% | -7.8% | +2.4% |
| 3M | -2.9% | +10.3% | -13.1% | -4.8% |
| 6M | +8.3% | +32.0% | -23.6% | +0.9% |
| YTD | +36.7% | +19.1% | +17.6% | +31.7% |
| 1Y | +41.5% | +21.5% | +20.0% | +35.0% |
| All | +41.5% | +21.0% | +20.5% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling