+67.8%
CSX vs CTAS
+113.1%
-45.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | -1.8% | -1.6% | -2.6% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | +7.2% | +11.7% | -4.5% | +1.4% |
| 6M | +16.2% | +0.7% | +15.5% | +15.1% |
| YTD | +37.5% | +7.4% | +30.1% | +32.0% |
| 1Y | +53.2% | -2.1% | +55.3% | +53.5% |
| 3Y | +68.2% | +62.9% | +5.3% | +24.7% |
| All | +67.8% | +113.1% | -45.3% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling