+662.9%
CTAS vs AA
+121.7%
+541.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | -1.0% | +3.3% | -4.3% | -1.7% |
| 3M | +15.8% | -29.4% | +45.2% | +21.6% |
| 6M | -1.0% | -12.8% | +11.8% | -0.5% |
| YTD | +7.4% | -2.1% | +9.6% | +5.2% |
| 1Y | -0.1% | +62.8% | -62.9% | -11.2% |
| 3Y | +66.3% | +90.5% | -24.2% | +36.5% |
| 5Y | +111.0% | +19.1% | +91.9% | +76.1% |
| 10Y | +662.9% | +124.8% | +538.1% | +315.2% |
| All | +662.9% | +121.7% | +541.2% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling