+3,396.6%
CTAS vs A
+557.8%
+2,838.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | +11.3% | +4.3% | +7.0% | +9.8% |
| 3M | +11.4% | +19.8% | -8.4% | +5.5% |
| 6M | +35.6% | +54.4% | -18.7% | +18.9% |
| YTD | +20.7% | +31.7% | -11.0% | +10.2% |
| 1Y | +22.8% | +22.4% | +0.4% | +14.4% |
| 3Y | +73.4% | +67.7% | +5.7% | +44.5% |
| 5Y | +117.6% | +15.7% | +101.9% | +99.3% |
| 10Y | +818.4% | +308.7% | +509.7% | +499.4% |
| All | +3,396.6% | +557.8% | +2,838.8% | +1,544.1% |
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 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