+48.2%
CSX vs CTAS
+109.9%
-61.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.6% |
| 7D | -5.5% | +1.2% | -6.7% | -6.0% |
| 30D | +4.9% | +12.8% | -7.8% | -0.5% |
| 3M | -2.9% | +10.3% | -13.1% | -7.1% |
| 6M | +8.3% | +32.0% | -23.6% | -5.2% |
| YTD | +36.7% | +19.1% | +17.6% | +25.2% |
| 1Y | +41.5% | +21.5% | +20.0% | +28.3% |
| 3Y | +68.6% | +76.0% | -7.4% | +21.2% |
| All | +48.2% | +109.9% | -61.8% | -7.2% |
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