+65.5%
CTAS vs A
+30.8%
+34.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | -0.2% | +6.9% | -7.1% | -1.6% |
| 3M | +11.7% | +9.2% | +2.5% | +9.5% |
| 6M | +0.7% | +25.7% | -25.0% | -4.4% |
| YTD | +7.4% | +11.5% | -4.1% | +4.4% |
| 1Y | -2.1% | +18.4% | -20.5% | -6.3% |
| All | +65.5% | +30.8% | +34.6% | +52.1% |
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