+111.0%
CTAS vs AA
+17.0%
+93.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -1.0% | +3.3% | -4.3% | -1.4% |
| 3M | +15.8% | -29.4% | +45.2% | +19.2% |
| 6M | -1.0% | -12.8% | +11.8% | -0.7% |
| YTD | +7.4% | -2.1% | +9.6% | +6.1% |
| 1Y | -0.1% | +62.8% | -62.9% | -7.3% |
| 3Y | +66.3% | +90.5% | -24.2% | +46.6% |
| 5Y | +111.0% | +19.1% | +91.9% | +94.7% |
| All | +111.0% | +17.0% | +93.9% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling