+51.1%
CSX vs CTAS
+23.6%
+27.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +6.0% | +2.0% | +4.0% | +5.5% |
| 30D | +7.8% | +8.7% | -0.9% | +5.9% |
| 3M | +4.1% | +13.3% | -9.2% | +1.4% |
| 6M | +17.9% | +39.4% | -21.5% | +7.6% |
| YTD | +44.9% | +21.5% | +23.4% | +38.7% |
| 1Y | +51.1% | +21.9% | +29.3% | +44.4% |
| All | +51.1% | +23.6% | +27.5% | +44.4% |
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