+68.6%
CSX vs CTAS
+75.4%
-6.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | -5.5% | +1.2% | -6.7% | -5.8% |
| 30D | +4.9% | +12.8% | -7.8% | +1.0% |
| 3M | -2.9% | +10.3% | -13.1% | -5.9% |
| 6M | +8.3% | +32.0% | -23.6% | -1.8% |
| YTD | +36.7% | +19.1% | +17.6% | +28.5% |
| 1Y | +41.5% | +21.5% | +20.0% | +31.9% |
| 3Y | +68.6% | +76.0% | -7.4% | +37.6% |
| All | +68.6% | +75.4% | -6.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling