+3,363.7%
CTAS vs A
+566.3%
+2,797.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.5% |
| 7D | -0.7% | +4.8% | -5.5% | -2.0% |
| 30D | +10.3% | +5.6% | +4.6% | +8.4% |
| 3M | +10.2% | +23.6% | -13.4% | +3.4% |
| 6M | +34.4% | +56.4% | -22.0% | +17.4% |
| YTD | +19.6% | +33.4% | -13.8% | +8.8% |
| 1Y | +21.8% | +23.7% | -1.9% | +13.1% |
| 3Y | +74.1% | +71.0% | +3.1% | +44.3% |
| 5Y | +114.0% | +16.8% | +97.2% | +95.6% |
| 10Y | +813.9% | +323.8% | +490.2% | +490.8% |
| All | +3,363.7% | +566.3% | +2,797.4% | +1,522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling