+74.1%
CTAS vs A
+67.3%
+6.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.2% |
| 7D | -0.7% | +4.8% | -5.5% | -1.6% |
| 30D | +10.3% | +5.6% | +4.6% | +9.0% |
| 3M | +10.2% | +23.6% | -13.4% | +5.4% |
| 6M | +34.4% | +56.4% | -22.0% | +22.2% |
| YTD | +19.6% | +33.4% | -13.8% | +12.1% |
| 1Y | +21.8% | +23.7% | -1.9% | +15.9% |
| 3Y | +74.1% | +71.0% | +3.1% | +54.1% |
| All | +74.1% | +67.3% | +6.8% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling