+25,903.7%
CTAS vs AA
+231.6%
+25,672.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.9% |
| 7D | -0.7% | +4.8% | -5.5% | -1.8% |
| 30D | +10.3% | -0.6% | +10.9% | +10.1% |
| 3M | +10.2% | -16.3% | +26.5% | +13.7% |
| 6M | +34.4% | -33.4% | +67.8% | +43.7% |
| YTD | +19.6% | -20.7% | +40.3% | +21.3% |
| 1Y | +21.8% | +12.9% | +8.9% | +13.6% |
| 3Y | +74.1% | +75.7% | -1.6% | +37.5% |
| 5Y | +114.0% | -6.8% | +120.8% | +80.8% |
| 10Y | +813.9% | +53.6% | +760.3% | +467.3% |
| All | +25,903.7% | +231.6% | +25,672.2% | +11,469.4% |
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