+3,011.5%
CTAS vs A
+457.0%
+2,554.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -0.2% | +6.9% | -7.1% | -2.2% |
| 3M | +11.7% | +9.2% | +2.5% | +8.6% |
| 6M | +0.7% | +25.7% | -25.0% | -6.4% |
| YTD | +7.4% | +11.5% | -4.1% | +3.0% |
| 1Y | -2.1% | +18.4% | -20.5% | -8.0% |
| 3Y | +62.9% | +26.6% | +36.3% | +47.2% |
| 5Y | +111.9% | -12.8% | +124.7% | +110.5% |
| 10Y | +652.2% | +247.2% | +405.0% | +415.0% |
| All | +3,011.5% | +457.0% | +2,554.5% | +1,436.9% |
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