+683.8%
CTAS vs A
+236.6%
+447.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +1.0% | -4.4% | +5.4% | +2.9% |
| 30D | -1.1% | -2.7% | +1.6% | -0.1% |
| 3M | +11.5% | +7.0% | +4.5% | +7.7% |
| 6M | +0.2% | +24.6% | -24.5% | -10.4% |
| YTD | +7.2% | +7.0% | +0.2% | +2.3% |
| 1Y | 0.0% | +15.6% | -15.6% | -8.6% |
| 3Y | +65.9% | +29.9% | +36.0% | +35.8% |
| 5Y | +109.6% | -15.4% | +124.9% | +112.3% |
| 10Y | +683.8% | +248.9% | +434.9% | +278.5% |
| All | +683.8% | +236.6% | +447.1% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling