+23,259.7%
CTAS vs AA
+295.2%
+22,964.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -0.2% | +5.0% | -5.2% | -1.5% |
| 3M | +11.7% | -35.8% | +47.5% | +21.5% |
| 6M | +0.7% | -18.4% | +19.1% | +2.8% |
| YTD | +7.4% | -5.5% | +12.9% | +5.3% |
| 1Y | -2.1% | +61.0% | -63.1% | -15.8% |
| 3Y | +62.9% | +66.2% | -3.3% | +30.6% |
| 5Y | +111.9% | +11.4% | +100.5% | +71.2% |
| 10Y | +652.2% | +116.9% | +535.3% | +330.2% |
| All | +23,259.7% | +295.2% | +22,964.6% | +9,948.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling