+2,404.0%
CTAS vs AG
+445.6%
+1,958.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | -0.2% | +19.2% | -19.4% | -1.4% |
| 3M | +11.7% | +6.2% | +5.5% | +10.8% |
| 6M | +0.7% | -26.7% | +27.4% | +1.9% |
| YTD | +7.4% | +26.1% | -18.7% | +4.2% |
| 1Y | -2.1% | +131.7% | -133.8% | -9.4% |
| 3Y | +62.9% | +255.3% | -192.4% | +42.8% |
| 5Y | +111.9% | +61.9% | +49.9% | +92.3% |
| 10Y | +652.2% | +72.0% | +580.2% | +540.6% |
| All | +2,404.0% | +445.6% | +1,958.3% | +1,323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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